+0.7%
PL vs AEE
+12.9%
-12.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.3% | +10.4% |
| 7D | -6.8% | +2.1% | -8.9% | -5.4% |
| 30D | -29.3% | +11.4% | -40.7% | -24.2% |
| 3M | -44.8% | +5.0% | -49.7% | -43.0% |
| 6M | -68.4% | +4.4% | -72.8% | -67.5% |
| YTD | -36.4% | +15.4% | -51.7% | -30.6% |
| 1Y | +0.7% | +13.8% | -13.0% | +11.3% |
| All | +0.7% | +12.9% | -12.2% | +11.3% |
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