+576.3%
PAAS vs AEE
+813.9%
-237.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +6.8% | -2.3% | +9.1% | +7.6% |
| 3M | -2.9% | +0.2% | -3.1% | -3.4% |
| 6M | -16.4% | -4.7% | -11.7% | -15.4% |
| YTD | 0.0% | +8.1% | -8.1% | -3.5% |
| 1Y | +54.3% | +8.5% | +45.8% | +48.5% |
| 3Y | +230.7% | +48.9% | +181.8% | +180.5% |
| 5Y | +111.6% | +39.9% | +71.7% | +83.2% |
| 10Y | +211.7% | +186.5% | +25.2% | +98.8% |
| All | +576.3% | +813.9% | -237.6% | +232.0% |
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 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