+44.1%
PL vs AEE
+57.1%
-12.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.6% | +3.0% | +2.6% | +5.0% |
| 30D | -16.9% | +11.2% | -28.2% | -18.8% |
| 3M | -38.2% | +7.0% | -45.2% | -39.1% |
| 6M | -63.4% | +5.7% | -69.2% | -64.1% |
| YTD | -27.6% | +16.2% | -43.9% | -31.3% |
| 1Y | +6.6% | +12.0% | -5.5% | +2.3% |
| 3Y | +557.6% | +63.4% | +494.2% | +447.6% |
| 5Y | +39.5% | +56.0% | -16.6% | +18.9% |
| All | +44.1% | +57.1% | -12.9% | +22.7% |
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 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