+168.2%
PCAR vs AEE
+42.4%
+125.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -7.7% | -1.9% | -5.8% | -7.2% |
| 3M | +3.7% | +0.3% | +3.4% | +3.4% |
| 6M | +2.3% | -3.0% | +5.3% | +2.9% |
| YTD | +12.8% | +8.4% | +4.4% | +9.7% |
| 1Y | +27.8% | +9.8% | +18.0% | +23.7% |
| 3Y | +61.8% | +47.4% | +14.3% | +41.8% |
| 5Y | +168.2% | +38.9% | +129.3% | +134.3% |
| All | +168.2% | +42.4% | +125.8% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling