+40.4%
PL vs AEE
+56.8%
-16.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +22.3% | +0.6% | +21.6% | +22.1% |
| 30D | -8.3% | +8.8% | -17.1% | -9.9% |
| 3M | -43.3% | +5.1% | -48.3% | -43.9% |
| 6M | -65.8% | +5.2% | -71.0% | -66.4% |
| YTD | -29.5% | +16.1% | -45.6% | -33.1% |
| 1Y | +11.7% | +10.4% | +1.3% | +7.8% |
| 3Y | +540.6% | +63.1% | +477.4% | +433.6% |
| 5Y | +32.9% | +55.6% | -22.7% | +13.3% |
| All | +40.4% | +56.8% | -16.4% | +19.6% |
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 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