+7.3%
PL vs AEE
+12.7%
-5.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.0% | +13.5% | +15.2% |
| 7D | +10.9% | +2.3% | +8.5% | +12.7% |
| 30D | -16.4% | +11.6% | -27.9% | -9.9% |
| 3M | -39.9% | +5.5% | -45.5% | -37.9% |
| 6M | -63.2% | +6.0% | -69.2% | -61.7% |
| YTD | -27.1% | +16.6% | -43.7% | -19.0% |
| All | +7.3% | +12.7% | -5.4% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling