-11.8%
PCOR vs AEE
+59.6%
-71.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +3.0% | +1.7% | +1.3% | +2.8% |
| 30D | +38.7% | +9.7% | +28.9% | +37.2% |
| 3M | +24.9% | +5.9% | +18.9% | +24.0% |
| 6M | +68.8% | +6.7% | +62.1% | +67.5% |
| YTD | +6.7% | +17.4% | -10.6% | +4.0% |
| 1Y | +3.0% | +12.7% | -9.7% | +1.1% |
| 3Y | +48.6% | +68.2% | -19.6% | +33.5% |
| 5Y | -12.7% | +57.3% | -70.0% | -18.1% |
| All | -11.8% | +59.6% | -71.4% | -16.6% |
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