+503.8%
APP vs AEE
+60.9%
+442.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.7% |
| 7D | +10.6% | +0.6% | +9.9% | +10.6% |
| 30D | +44.6% | +8.8% | +35.8% | +44.8% |
| 3M | +29.6% | +5.1% | +24.5% | +29.7% |
| 6M | -19.8% | +5.2% | -24.9% | -19.8% |
| YTD | -41.6% | +16.1% | -57.7% | -42.3% |
| 1Y | -32.7% | +10.4% | -43.1% | -33.1% |
| 3Y | +799.0% | +63.1% | +735.9% | +758.4% |
| 5Y | +250.4% | +55.6% | +194.8% | +248.5% |
| All | +503.8% | +60.9% | +442.9% | +505.4% |
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