+540.2%
PL vs AEE
+62.8%
+477.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +13.4% | +0.2% | +13.2% | +13.4% |
| 30D | -10.2% | +9.7% | -19.9% | -11.2% |
| 3M | -39.5% | +5.8% | -45.3% | -39.9% |
| 6M | -65.7% | +4.5% | -70.2% | -66.2% |
| YTD | -27.3% | +15.8% | -43.1% | -31.1% |
| 1Y | +15.0% | +10.8% | +4.2% | +11.0% |
| All | +540.2% | +62.8% | +477.3% | +330.0% |
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 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