+726.6%
EXPE vs AEE
+387.4%
+339.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -0.5% | +1.7% | -2.2% | -1.3% |
| 30D | -6.1% | +9.7% | -15.8% | -10.3% |
| 3M | -21.3% | +5.9% | -27.2% | -23.5% |
| 6M | +19.0% | +6.7% | +12.3% | +14.9% |
| YTD | -8.4% | +17.4% | -25.8% | -16.6% |
| 1Y | -2.8% | +12.7% | -15.5% | -9.7% |
| 3Y | +120.8% | +68.2% | +52.5% | +64.0% |
| 5Y | +46.2% | +57.3% | -11.1% | +10.6% |
| 10Y | +123.8% | +220.6% | -96.8% | +4.4% |
| All | +726.6% | +387.4% | +339.2% | +147.6% |
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