+9.5%
APD vs AEE
+57.3%
-47.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | +2.1% | -5.8% | -4.5% |
| 30D | +9.6% | +11.4% | -1.8% | +4.8% |
| 3M | +1.6% | +5.0% | -3.3% | -0.5% |
| 6M | +2.2% | +4.4% | -2.3% | -0.1% |
| YTD | +25.9% | +15.4% | +10.5% | +17.2% |
| 1Y | +20.1% | +13.8% | +6.4% | +12.5% |
| 3Y | +12.4% | +58.0% | -45.6% | -10.7% |
| All | +9.5% | +57.3% | -47.8% | -12.8% |
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 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