+190.1%
APLD vs AEE
+57.7%
+132.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | -12.7% | +2.1% | -14.8% | -13.0% |
| 30D | -34.7% | +11.4% | -46.1% | -36.3% |
| 3M | -46.1% | +5.0% | -51.1% | -46.6% |
| 6M | -64.9% | +4.4% | -69.3% | -65.3% |
| YTD | -36.6% | +15.4% | -52.0% | -39.5% |
| 1Y | -50.0% | +13.8% | -63.7% | -52.2% |
| 3Y | +190.1% | +58.0% | +132.1% | +118.0% |
| All | +190.1% | +57.7% | +132.4% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling