+732.4%
EXPE vs AEE
+381.0%
+351.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -17.8% | +0.2% | -17.9% | -17.8% |
| 30D | -3.2% | +9.7% | -13.0% | -7.5% |
| 3M | -19.0% | +5.8% | -24.8% | -21.2% |
| 6M | +17.7% | +4.5% | +13.3% | +14.9% |
| YTD | -7.8% | +15.8% | -23.6% | -15.4% |
| 1Y | -1.4% | +10.8% | -12.1% | -7.5% |
| 3Y | +121.9% | +62.8% | +59.1% | +67.7% |
| 5Y | +44.3% | +56.1% | -11.8% | +9.6% |
| 10Y | +125.4% | +216.4% | -91.0% | +5.8% |
| All | +732.4% | +381.0% | +351.4% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling