-26.3%
APH vs AEE
+8.8%
-35.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.2% | -47.7% |
| 7D | -48.7% | -0.3% | -48.4% | -48.7% |
| 30D | -51.9% | -2.3% | -49.7% | -52.0% |
| 3M | -43.6% | +0.2% | -43.8% | -44.4% |
| 6M | -37.5% | -4.7% | -32.8% | -37.9% |
| YTD | -38.6% | +8.1% | -46.7% | -39.8% |
| 1Y | -26.3% | +8.5% | -34.9% | -27.7% |
| All | -26.3% | +8.8% | -35.1% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling