+4,088.0%
PCAR vs AEE
+885.6%
+3,202.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.1% |
| 7D | +2.9% | +2.3% | +0.6% | +1.6% |
| 30D | -2.1% | +11.6% | -13.7% | -7.9% |
| 3M | -20.4% | +5.5% | -25.9% | -22.8% |
| 6M | -7.0% | +6.0% | -13.0% | -10.4% |
| YTD | -2.6% | +16.6% | -19.2% | -11.3% |
| 1Y | +9.8% | +12.1% | -2.3% | +2.2% |
| 3Y | +37.3% | +64.2% | -27.0% | +0.6% |
| 5Y | +116.4% | +59.1% | +57.3% | +57.9% |
| 10Y | +293.0% | +210.2% | +82.8% | +68.6% |
| All | +4,088.0% | +885.6% | +3,202.3% | +632.4% |
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 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