+186.6%
AEE vs PFG
+247.4%
-60.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | -2.0% | +2.5% | -4.5% | -2.6% |
| 3M | -2.8% | +6.1% | -8.9% | -4.3% |
| 6M | -3.6% | +31.3% | -34.9% | -9.6% |
| YTD | +7.3% | +33.6% | -26.2% | 0.0% |
| 1Y | +8.7% | +48.5% | -39.8% | -1.3% |
| 3Y | +46.0% | +69.6% | -23.6% | +27.1% |
| 5Y | +39.8% | +111.5% | -71.7% | +14.1% |
| All | +186.6% | +247.4% | -60.8% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling