+4,921.4%
PH vs AEE
+813.9%
+4,107.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -3.2% | -2.3% | -1.0% | -2.1% |
| 3M | +10.6% | +0.2% | +10.4% | +10.1% |
| 6M | -2.1% | -4.7% | +2.6% | -0.1% |
| YTD | +10.2% | +8.1% | +2.1% | +5.0% |
| 1Y | +28.2% | +8.5% | +19.7% | +21.7% |
| 3Y | +134.9% | +48.9% | +86.0% | +84.0% |
| 5Y | +253.6% | +39.9% | +213.7% | +182.3% |
| 10Y | +804.7% | +186.5% | +618.2% | +360.7% |
| All | +4,921.4% | +813.9% | +4,107.6% | +1,159.4% |
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