+201.5%
PDD vs AEE
+132.7%
+68.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.0% |
| 7D | -1.4% | +2.3% | -3.8% | -1.4% |
| 30D | -1.0% | +11.6% | -12.6% | -1.0% |
| 3M | -12.3% | +5.5% | -17.8% | -12.2% |
| 6M | -18.5% | +6.0% | -24.5% | -18.5% |
| YTD | -29.0% | +16.6% | -45.6% | -29.0% |
| 1Y | -40.7% | +12.1% | -52.8% | -40.7% |
| 3Y | -25.7% | +64.2% | -89.9% | -25.8% |
| 5Y | -3.3% | +59.1% | -62.4% | -3.6% |
| All | +201.5% | +132.7% | +68.8% | +194.8% |
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