+8.5%
AEE vs PFG
+51.4%
-42.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.3% | +5.5% | -5.2% | +0.1% |
| 30D | -2.3% | +2.4% | -4.6% | -2.4% |
| 3M | +0.2% | +13.6% | -13.4% | -0.4% |
| 6M | -4.7% | +27.9% | -32.6% | -5.6% |
| YTD | +8.1% | +35.6% | -27.5% | +6.7% |
| 1Y | +8.5% | +48.5% | -39.9% | +6.3% |
| All | +8.5% | +51.4% | -42.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling