+380.1%
APA vs AEE
+879.2%
-499.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.8% |
| 7D | +5.1% | +0.2% | +4.9% | +4.9% |
| 30D | +0.3% | +9.7% | -9.4% | -4.6% |
| 3M | +15.6% | +5.8% | +9.8% | +11.9% |
| 6M | +28.9% | +4.5% | +24.4% | +24.8% |
| YTD | +96.6% | +15.8% | +80.7% | +79.3% |
| 1Y | +95.5% | +10.8% | +84.8% | +82.5% |
| 3Y | +41.8% | +62.8% | -21.0% | +5.2% |
| 5Y | +85.4% | +56.1% | +29.3% | +38.5% |
| 10Y | +4.5% | +216.4% | -211.9% | -52.1% |
| All | +380.1% | +879.2% | -499.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling