+26.8%
PL vs AEE
+55.9%
-29.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.3% | +10.4% |
| 7D | -6.8% | +2.1% | -8.9% | -7.2% |
| 30D | -29.3% | +11.4% | -40.7% | -30.9% |
| 3M | -44.8% | +5.0% | -49.7% | -45.3% |
| 6M | -68.4% | +4.4% | -72.8% | -68.9% |
| YTD | -36.4% | +15.4% | -51.7% | -39.5% |
| 1Y | +0.7% | +13.8% | -13.0% | -3.9% |
| 3Y | +455.3% | +58.0% | +397.3% | +366.2% |
| 5Y | +22.7% | +52.9% | -30.3% | +4.8% |
| All | +26.8% | +55.9% | -29.2% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling