+251.1%
PH vs AEE
+39.2%
+212.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | 0.0% | +1.1% | -1.0% | -0.3% |
| 30D | -10.3% | 0.0% | -10.3% | -10.3% |
| 3M | +5.1% | -0.9% | +6.0% | +5.2% |
| 6M | +2.3% | -2.4% | +4.7% | +2.8% |
| YTD | +8.7% | +8.6% | 0.0% | +5.2% |
| 1Y | +26.8% | +10.2% | +16.6% | +22.0% |
| 3Y | +139.2% | +47.8% | +91.4% | +105.9% |
| 5Y | +251.1% | +40.1% | +211.0% | +207.2% |
| All | +251.1% | +39.2% | +212.0% | +207.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling