+104.3%
PBR vs AEE
+46.3%
+58.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | +22.7% | -2.0% | +24.7% | +23.2% |
| 3M | +21.5% | -2.8% | +24.3% | +21.9% |
| 6M | +24.0% | -3.6% | +27.6% | +24.5% |
| YTD | +88.2% | +7.3% | +80.9% | +83.1% |
| 1Y | +74.8% | +8.7% | +66.1% | +69.3% |
| All | +104.3% | +46.3% | +58.0% | +76.4% |
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