+855.0%
EXPE vs AEE
+348.9%
+506.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -9.5% | +0.3% | -9.9% | -9.7% |
| 30D | -6.6% | -2.3% | -4.4% | -5.5% |
| 3M | +31.4% | +0.2% | +31.2% | +31.0% |
| 6M | +35.2% | -4.7% | +39.9% | +37.5% |
| YTD | +5.8% | +8.1% | -2.3% | +0.4% |
| 1Y | +38.7% | +8.5% | +30.1% | +31.2% |
| 3Y | +175.8% | +48.9% | +126.9% | +117.3% |
| 5Y | +111.8% | +39.9% | +71.9% | +69.7% |
| 10Y | +179.7% | +186.5% | -6.8% | +37.9% |
| All | +855.0% | +348.9% | +506.1% | +197.9% |
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