+871.6%
APH vs AEE
+202.4%
+669.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | +2.1% | -8.0% | -6.6% |
| 30D | -14.8% | +11.4% | -26.2% | -18.0% |
| 3M | -12.4% | +5.0% | -17.4% | -14.0% |
| 6M | +8.1% | +4.4% | +3.6% | +5.7% |
| YTD | +10.9% | +15.4% | -4.4% | +4.6% |
| 1Y | +8.8% | +13.8% | -5.0% | +2.9% |
| 3Y | +262.1% | +58.0% | +204.1% | +196.8% |
| 5Y | +283.1% | +52.9% | +230.2% | +215.7% |
| All | +871.6% | +202.4% | +669.2% | +582.6% |
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