+797.8%
PH vs AEE
+191.1%
+606.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | -11.0% | -2.9% | -8.1% | -9.8% |
| 3M | +5.5% | -2.4% | +7.9% | +6.4% |
| 6M | +1.5% | -2.7% | +4.2% | +2.2% |
| YTD | +8.8% | +7.3% | +1.5% | +5.0% |
| 1Y | +24.5% | +7.5% | +16.9% | +19.8% |
| 3Y | +141.2% | +46.2% | +95.0% | +99.3% |
| 5Y | +256.3% | +39.7% | +216.6% | +197.3% |
| All | +797.8% | +191.1% | +606.7% | +558.9% |
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