+245.1%
PFE vs AEE
+882.7%
-637.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -0.7% | +3.0% | -3.7% | -1.9% |
| 30D | +5.3% | +11.2% | -5.9% | +0.9% |
| 3M | +10.1% | +7.0% | +3.1% | +7.0% |
| 6M | +18.0% | +5.7% | +12.3% | +15.0% |
| YTD | +25.8% | +16.2% | +9.6% | +17.7% |
| 1Y | +28.4% | +12.0% | +16.4% | +21.9% |
| 3Y | +20.9% | +63.4% | -42.4% | -2.9% |
| 5Y | -21.5% | +56.0% | -77.6% | -36.5% |
| 10Y | +46.2% | +217.4% | -171.2% | -14.8% |
| All | +245.1% | +882.7% | -637.6% | +17.1% |
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