+817.9%
AEE vs PEGA
+718.3%
+99.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | -2.3% | +17.7% | -20.0% | -3.0% |
| 3M | +0.2% | +5.8% | -5.6% | -0.2% |
| 6M | -4.7% | -20.3% | +15.5% | -4.1% |
| YTD | +8.1% | -37.1% | +45.2% | +9.7% |
| 1Y | +8.5% | -30.2% | +38.7% | +9.5% |
| 3Y | +48.9% | +48.1% | +0.8% | +43.7% |
| 5Y | +39.9% | -46.8% | +86.7% | +39.5% |
| 10Y | +186.5% | +191.3% | -4.8% | +165.7% |
| All | +817.9% | +718.3% | +99.6% | +689.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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