-21.8%
PATH vs AEE
+57.6%
-79.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.8% |
| 7D | -5.6% | +2.4% | -7.9% | -5.1% |
| 30D | -0.7% | +10.9% | -11.6% | +1.6% |
| 3M | -5.9% | +4.3% | -10.1% | -4.8% |
| 6M | +21.6% | +2.5% | +19.1% | +23.1% |
| YTD | -20.6% | +15.3% | -36.0% | -19.8% |
| 1Y | -10.6% | +14.6% | -25.1% | -9.6% |
| All | -21.8% | +57.6% | -79.4% | -25.0% |
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