+455.3%
PL vs AEE
+57.7%
+397.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.3% | +10.4% |
| 7D | -6.8% | +2.1% | -8.9% | -7.0% |
| 30D | -29.3% | +11.4% | -40.7% | -30.4% |
| 3M | -44.8% | +5.0% | -49.7% | -45.1% |
| 6M | -68.4% | +4.4% | -72.8% | -68.8% |
| YTD | -36.4% | +15.4% | -51.7% | -39.7% |
| 1Y | +0.7% | +13.8% | -13.0% | -4.2% |
| 3Y | +455.3% | +58.0% | +397.3% | +309.8% |
| All | +455.3% | +57.7% | +397.6% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling