-13.3%
PCOR vs AEE
+58.1%
-71.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +20.7% | +3.0% | +17.7% | +20.3% |
| 30D | +35.7% | +11.2% | +24.4% | +34.1% |
| 3M | +31.1% | +7.0% | +24.1% | +30.0% |
| 6M | +43.1% | +5.7% | +37.4% | +42.2% |
| YTD | +4.8% | +16.2% | -11.4% | +2.3% |
| 1Y | -3.7% | +12.0% | -15.7% | -5.4% |
| 3Y | +46.5% | +63.4% | -16.8% | +32.5% |
| 5Y | -17.3% | +56.0% | -73.3% | -22.3% |
| All | -13.3% | +58.1% | -71.5% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling