+3,939.4%
PCAR vs AEE
+875.5%
+3,063.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | +2.1% | -2.0% | -1.0% |
| 30D | -4.6% | +11.4% | -15.9% | -10.1% |
| 3M | -22.6% | +5.0% | -27.5% | -24.7% |
| 6M | -12.0% | +4.4% | -16.4% | -14.5% |
| YTD | -6.1% | +15.4% | -21.5% | -14.0% |
| 1Y | +6.3% | +13.8% | -7.4% | -1.9% |
| 3Y | +31.8% | +58.0% | -26.2% | -1.3% |
| 5Y | +104.2% | +52.9% | +51.2% | +52.4% |
| 10Y | +302.9% | +205.1% | +97.8% | +74.2% |
| All | +3,939.4% | +875.5% | +3,063.9% | +610.3% |
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 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