+143.4%
PEG vs AEE
+191.1%
-47.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.3% |
| 30D | -3.7% | -2.9% | -0.8% | -1.6% |
| 3M | -7.3% | -2.4% | -4.9% | -5.8% |
| 6M | -10.5% | -2.7% | -7.8% | -8.8% |
| YTD | -7.5% | +7.3% | -14.8% | -12.2% |
| 1Y | -8.7% | +7.5% | -16.3% | -13.5% |
| 3Y | +31.4% | +46.2% | -14.8% | -1.1% |
| 5Y | +37.8% | +39.7% | -1.9% | +7.5% |
| All | +143.4% | +191.1% | -47.8% | +7.1% |
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