+185.0%
APD vs AEE
+211.4%
-26.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.2% | +3.0% | -3.2% | -1.7% |
| 30D | +11.0% | +11.2% | -0.2% | +5.4% |
| 3M | +2.0% | +7.0% | -5.0% | -1.4% |
| 6M | +7.1% | +5.7% | +1.3% | +3.7% |
| YTD | +29.8% | +16.2% | +13.5% | +19.4% |
| 1Y | +24.0% | +12.0% | +12.0% | +16.2% |
| 3Y | +27.2% | +63.4% | -36.2% | -3.0% |
| 5Y | +12.8% | +56.0% | -43.3% | -13.0% |
| 10Y | +185.0% | +217.4% | -32.3% | +84.4% |
| All | +185.0% | +211.4% | -26.4% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling