+4,895.8%
PH vs AEE
+892.1%
+4,003.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +4.3% | +1.7% | +2.6% | +3.4% |
| 30D | +0.1% | +9.7% | -9.6% | -4.9% |
| 3M | -9.4% | +5.9% | -15.3% | -12.4% |
| 6M | +8.8% | +6.7% | +2.1% | +4.4% |
| YTD | +9.6% | +17.4% | -7.7% | -0.2% |
| 1Y | +14.4% | +12.7% | +1.8% | +6.3% |
| 3Y | +134.5% | +68.2% | +66.3% | +72.0% |
| 5Y | +204.4% | +57.3% | +147.1% | +127.9% |
| 10Y | +697.3% | +220.6% | +476.7% | +282.3% |
| All | +4,895.8% | +892.1% | +4,003.7% | +1,096.1% |
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