+7.0%
PAYX vs AEE
+46.3%
-39.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -3.8% | -2.9% | -0.9% | -3.1% |
| 3M | +17.9% | -2.4% | +20.3% | +18.6% |
| 6M | +26.1% | -2.7% | +28.8% | +26.6% |
| YTD | +6.7% | +7.3% | -0.5% | +3.1% |
| 1Y | -10.7% | +7.5% | -18.3% | -13.9% |
| 3Y | +7.0% | +46.2% | -39.2% | -4.5% |
| All | +7.0% | +46.3% | -39.3% | -4.5% |
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