+1,424.5%
PEG vs AEE
+816.1%
+608.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.5% |
| 30D | -1.9% | -1.9% | +0.1% | -0.3% |
| 3M | -3.7% | +0.3% | -4.0% | -4.1% |
| 6M | -9.4% | -3.0% | -6.5% | -7.4% |
| YTD | -6.0% | +8.4% | -14.4% | -12.1% |
| 1Y | -4.4% | +9.8% | -14.1% | -11.5% |
| 3Y | +33.5% | +47.4% | -13.9% | -4.0% |
| 5Y | +35.7% | +38.9% | -3.1% | +2.3% |
| 10Y | +140.4% | +183.7% | -43.3% | -5.4% |
| All | +1,424.5% | +816.1% | +608.4% | +100.1% |
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 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