+337.1%
APA vs AEE
+813.9%
-476.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +23.4% | -2.3% | +25.7% | +24.7% |
| 3M | +12.7% | +0.2% | +12.5% | +12.0% |
| 6M | +39.4% | -4.7% | +44.2% | +41.6% |
| YTD | +79.0% | +8.1% | +70.9% | +69.7% |
| 1Y | +88.8% | +8.5% | +80.3% | +78.2% |
| 3Y | +6.4% | +48.9% | -42.5% | -17.2% |
| 5Y | +153.0% | +39.9% | +113.1% | +100.4% |
| 10Y | +7.5% | +186.5% | -179.0% | -48.0% |
| All | +337.1% | +813.9% | -476.8% | +2.8% |
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 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