-36.2%
PCOR vs AEE
+47.4%
-83.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -6.9% | +0.6% | -7.5% | -7.0% |
| 30D | -1.5% | -1.9% | +0.4% | -1.4% |
| 3M | +18.5% | +0.3% | +18.2% | +18.5% |
| 6M | -4.7% | -3.0% | -1.7% | -4.4% |
| YTD | -22.8% | +8.4% | -31.1% | -24.1% |
| 1Y | -20.7% | +9.8% | -30.5% | -22.3% |
| 3Y | -14.6% | +47.4% | -62.0% | -21.4% |
| 5Y | -40.7% | +38.9% | -79.6% | -44.6% |
| All | -36.2% | +47.4% | -83.6% | -39.1% |
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