+4.4%
APA vs AEE
+219.0%
-214.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | -0.2% | +8.8% | -9.0% | -2.9% |
| 3M | +19.8% | +5.1% | +14.8% | +17.9% |
| 6M | +30.1% | +5.2% | +24.9% | +27.4% |
| YTD | +100.4% | +16.1% | +84.3% | +89.6% |
| 1Y | +105.2% | +10.4% | +94.8% | +97.2% |
| 3Y | +44.6% | +63.1% | -18.5% | +20.4% |
| 5Y | +88.8% | +55.6% | +33.2% | +59.1% |
| All | +4.4% | +219.0% | -214.6% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling