-23.7%
PDD vs AEE
+40.8%
-64.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -9.6% | -2.3% | -7.3% | -9.7% |
| 3M | -4.3% | +0.2% | -4.5% | -4.3% |
| 6M | -18.8% | -4.7% | -14.0% | -18.9% |
| YTD | -27.5% | +8.1% | -35.6% | -27.4% |
| 1Y | -33.6% | +8.5% | -42.2% | -33.5% |
| 3Y | -20.4% | +48.9% | -69.3% | -19.8% |
| All | -23.7% | +40.8% | -64.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling