+55.0%
AEE vs PFG
+92.7%
-37.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.2% |
| 30D | +9.7% | +5.9% | +3.9% | +8.4% |
| 3M | +5.9% | -0.4% | +6.4% | +5.8% |
| 6M | +6.7% | +14.8% | -8.1% | +3.1% |
| YTD | +17.4% | +31.9% | -14.6% | +9.6% |
| 1Y | +12.7% | +38.8% | -26.2% | +3.8% |
| 3Y | +68.2% | +82.4% | -14.2% | +42.6% |
| All | +55.0% | +92.7% | -37.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling