+238.7%
PFE vs AEE
+885.6%
-647.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.0% |
| 7D | -4.7% | +2.3% | -7.0% | -5.6% |
| 30D | +3.4% | +11.6% | -8.2% | -1.1% |
| 3M | +9.2% | +5.5% | +3.7% | +6.7% |
| 6M | +15.8% | +6.0% | +9.8% | +12.7% |
| YTD | +23.4% | +16.6% | +6.9% | +15.3% |
| 1Y | +25.8% | +12.1% | +13.8% | +19.5% |
| 3Y | +17.8% | +64.2% | -46.4% | -5.5% |
| 5Y | -20.2% | +59.1% | -79.3% | -36.0% |
| 10Y | +49.6% | +210.2% | -160.6% | -12.0% |
| All | +238.7% | +885.6% | -647.0% | +14.8% |
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