+442.3%
PAAS vs AEE
+875.5%
-433.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +8.4% | +2.1% | +6.3% | +7.6% |
| 30D | -7.2% | +11.4% | -18.6% | -10.9% |
| 3M | -14.0% | +5.0% | -19.0% | -15.7% |
| 6M | -26.8% | +4.4% | -31.2% | -28.3% |
| YTD | -19.8% | +15.4% | -35.2% | -24.5% |
| 1Y | +22.8% | +13.8% | +9.1% | +16.1% |
| 3Y | +183.6% | +58.0% | +125.6% | +135.1% |
| 5Y | +73.8% | +52.9% | +20.9% | +45.5% |
| 10Y | +185.6% | +205.1% | -19.5% | +77.4% |
| All | +442.3% | +875.5% | -433.2% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling