-16.4%
PINS vs AEE
+84.9%
-101.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -12.0% | +0.3% | -12.4% | -12.1% |
| 30D | -12.7% | -2.3% | -10.4% | -12.1% |
| 3M | -5.5% | +0.2% | -5.7% | -5.9% |
| 6M | +5.3% | -4.7% | +10.0% | +6.1% |
| YTD | -21.2% | +8.1% | -29.3% | -24.3% |
| 1Y | -45.0% | +8.5% | -53.6% | -47.3% |
| 3Y | -26.2% | +48.9% | -75.1% | -38.7% |
| 5Y | -64.0% | +39.9% | -103.9% | -69.9% |
| All | -16.4% | +84.9% | -101.3% | -14.7% |
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