+19.3%
PH vs AEE
+13.9%
+5.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.1% | -4.1% |
| 7D | -0.2% | +4.7% | -4.9% | -1.1% |
| 30D | -6.7% | +13.4% | -20.1% | -9.5% |
| 3M | -8.1% | +4.1% | -12.2% | -8.7% |
| 6M | +5.3% | +2.0% | +3.3% | +4.8% |
| YTD | +4.2% | +15.6% | -11.4% | -1.6% |
| 1Y | +19.3% | +14.1% | +5.2% | +14.0% |
| All | +19.3% | +13.9% | +5.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling