+31.0%
PL vs AEE
+56.4%
-25.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +10.0% | +1.7% | +8.3% | +9.7% |
| 30D | -2.3% | +9.7% | -12.0% | -4.3% |
| 3M | -44.2% | +5.9% | -50.1% | -44.9% |
| 6M | -66.1% | +6.7% | -72.8% | -66.9% |
| YTD | -30.0% | +17.4% | -47.3% | -34.0% |
| 1Y | +21.0% | +12.7% | +8.4% | +15.7% |
| 3Y | +516.5% | +68.2% | +448.3% | +398.2% |
| All | +31.0% | +56.4% | -25.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling