+268.2%
PM vs AEE
+219.0%
+49.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -1.3% | +8.8% | -10.1% | -5.0% |
| 3M | +6.5% | +5.1% | +1.5% | +4.1% |
| 6M | +7.0% | +5.2% | +1.8% | +4.5% |
| YTD | +25.8% | +16.1% | +9.7% | +17.5% |
| 1Y | +30.9% | +10.4% | +20.5% | +24.9% |
| 3Y | +148.0% | +63.1% | +84.8% | +97.9% |
| 5Y | +161.2% | +55.6% | +105.6% | +110.2% |
| All | +268.2% | +219.0% | +49.2% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling