+1,439.4%
PEG vs AEE
+879.2%
+560.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | +5.0% | +9.7% | -4.7% | -2.6% |
| 3M | -0.3% | +5.8% | -6.1% | -4.7% |
| 6M | -2.7% | +4.5% | -7.1% | -6.2% |
| YTD | -5.1% | +15.8% | -20.9% | -15.9% |
| 1Y | -8.3% | +10.8% | -19.0% | -15.7% |
| 3Y | +33.0% | +62.8% | -29.8% | -11.6% |
| 5Y | +41.3% | +56.1% | -14.8% | -3.0% |
| 10Y | +164.5% | +216.4% | -51.9% | -4.8% |
| All | +1,439.4% | +879.2% | +560.2% | +91.5% |
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