+85.4%
APA vs AEE
+56.1%
+29.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +0.3% | +9.7% | -9.4% | -2.3% |
| 3M | +15.6% | +5.8% | +9.8% | +13.8% |
| 6M | +28.9% | +4.5% | +24.4% | +26.9% |
| YTD | +96.6% | +15.8% | +80.7% | +86.2% |
| 1Y | +95.5% | +10.8% | +84.8% | +87.9% |
| 3Y | +41.8% | +62.8% | -21.0% | +16.3% |
| 5Y | +85.4% | +56.1% | +29.3% | +53.9% |
| All | +85.4% | +56.1% | +29.4% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling