-6.1%
PATH vs AEE
+49.1%
-55.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.6% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | -2.3% | +12.2% | +9.6% |
| 3M | +30.2% | +0.2% | +29.9% | +30.2% |
| 6M | +37.2% | -4.7% | +42.0% | +37.1% |
| YTD | -7.3% | +8.1% | -15.4% | -8.0% |
| 1Y | +40.0% | +8.5% | +31.5% | +38.8% |
| All | -6.1% | +49.1% | -55.3% | -13.2% |
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