+1,472.4%
PEG vs AEE
+892.1%
+580.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | +4.5% | +1.7% | +2.8% | +3.1% |
| 30D | +7.5% | +9.7% | -2.2% | -0.2% |
| 3M | +0.8% | +5.9% | -5.1% | -3.7% |
| 6M | 0.0% | +6.7% | -6.7% | -5.2% |
| YTD | -3.0% | +17.4% | -20.4% | -15.0% |
| 1Y | -4.7% | +12.7% | -17.4% | -13.7% |
| 3Y | +36.5% | +68.2% | -31.7% | -11.7% |
| 5Y | +44.4% | +57.3% | -12.9% | -1.5% |
| 10Y | +170.2% | +220.6% | -50.4% | -3.7% |
| All | +1,472.4% | +892.1% | +580.3% | +93.6% |
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