+4,934.9%
PH vs AEE
+882.7%
+4,052.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +2.1% | +3.0% | -0.9% | +0.5% |
| 30D | +0.3% | +11.2% | -11.0% | -5.5% |
| 3M | -8.8% | +7.0% | -15.8% | -12.3% |
| 6M | +10.0% | +5.7% | +4.3% | +6.2% |
| YTD | +10.5% | +16.2% | -5.8% | +1.1% |
| 1Y | +15.5% | +12.0% | +3.5% | +7.7% |
| 3Y | +136.4% | +63.4% | +73.0% | +76.1% |
| 5Y | +213.6% | +56.0% | +157.5% | +135.7% |
| 10Y | +713.9% | +217.4% | +496.5% | +292.4% |
| All | +4,934.9% | +882.7% | +4,052.2% | +1,111.6% |
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