+48.1%
APA vs AEE
+65.0%
-16.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +8.5% | +1.7% | +6.8% | +8.4% |
| 30D | +2.8% | +9.7% | -7.0% | +1.7% |
| 3M | +21.7% | +5.9% | +15.8% | +20.9% |
| 6M | +32.6% | +6.7% | +25.9% | +31.4% |
| YTD | +103.7% | +17.4% | +86.3% | +97.0% |
| 1Y | +101.8% | +12.7% | +89.1% | +96.8% |
| 3Y | +48.1% | +68.2% | -20.2% | +22.8% |
| All | +48.1% | +65.0% | -16.9% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling