+39.5%
PL vs AEE
+58.6%
-19.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +10.0% | +1.7% | +8.3% | +9.7% |
| 30D | -2.3% | +9.7% | -12.0% | -4.1% |
| 3M | -44.2% | +5.9% | -50.1% | -44.9% |
| 6M | -66.1% | +6.7% | -72.8% | -66.8% |
| YTD | -30.0% | +17.4% | -47.3% | -33.6% |
| 1Y | +21.0% | +12.7% | +8.4% | +16.1% |
| 3Y | +516.5% | +68.2% | +448.3% | +410.0% |
| 5Y | +32.0% | +57.3% | -25.3% | +12.4% |
| All | +39.5% | +58.6% | -19.1% | +18.5% |
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