-80.4%
PATH vs AEE
+54.0%
-134.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +3.0% |
| 7D | -4.8% | +4.7% | -9.5% | -4.6% |
| 30D | +2.7% | +13.4% | -10.8% | +3.1% |
| 3M | -4.2% | +4.1% | -8.2% | -4.0% |
| 6M | +24.7% | +2.0% | +22.7% | +25.1% |
| YTD | -17.6% | +15.6% | -33.2% | -18.4% |
| 1Y | -5.3% | +14.1% | -19.4% | -6.1% |
| 3Y | -22.0% | +57.9% | -79.9% | -26.5% |
| 5Y | -76.5% | +55.3% | -131.8% | -77.2% |
| All | -80.4% | +54.0% | -134.4% | -80.8% |
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