+175.6%
APA vs AEE
+39.2%
+136.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +0.3% | +1.1% | -0.7% | 0.0% |
| 30D | +9.3% | 0.0% | +9.3% | +9.3% |
| 3M | +23.3% | -0.9% | +24.3% | +23.4% |
| 6M | +39.5% | -2.4% | +41.9% | +39.7% |
| YTD | +87.6% | +8.6% | +79.0% | +81.3% |
| 1Y | +114.2% | +10.2% | +104.1% | +105.8% |
| 3Y | +13.6% | +47.8% | -34.3% | -3.1% |
| 5Y | +175.6% | +40.1% | +135.5% | +143.3% |
| All | +175.6% | +39.2% | +136.4% | +143.3% |
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