+35.2%
PFE vs AEE
+186.8%
-151.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.3% | +1.1% | -5.3% | -4.7% |
| 30D | +2.7% | 0.0% | +2.7% | +2.6% |
| 3M | +10.0% | -0.9% | +10.9% | +10.1% |
| 6M | +7.2% | -2.4% | +9.6% | +7.7% |
| YTD | +17.3% | +8.6% | +8.7% | +13.2% |
| 1Y | +20.3% | +10.2% | +10.2% | +15.3% |
| 3Y | -1.6% | +47.8% | -49.5% | -16.6% |
| 5Y | -21.4% | +40.1% | -61.5% | -32.5% |
| 10Y | +35.2% | +195.0% | -159.8% | +1.4% |
| All | +35.2% | +186.8% | -151.5% | +1.4% |
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