+87.6%
PL vs AEE
+9.3%
+78.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.2% |
| 7D | -9.3% | +0.3% | -9.6% | -9.1% |
| 30D | -18.9% | -2.3% | -16.6% | -19.9% |
| 3M | -58.4% | +0.2% | -58.6% | -58.7% |
| 6M | -30.3% | -4.7% | -25.6% | -30.3% |
| YTD | -8.1% | +8.1% | -16.2% | -8.0% |
| All | +87.6% | +9.3% | +78.3% | +84.0% |
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 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