+211.8%
PM vs AEE
+186.8%
+25.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -1.2% | +1.1% | -2.2% | -1.7% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | +4.9% | -0.9% | +5.8% | +5.3% |
| 6M | +9.0% | -2.4% | +11.4% | +10.1% |
| YTD | +17.8% | +8.6% | +9.1% | +13.4% |
| 1Y | +16.8% | +10.2% | +6.7% | +11.7% |
| 3Y | +125.4% | +47.8% | +77.6% | +87.5% |
| 5Y | +128.7% | +40.1% | +88.6% | +92.7% |
| 10Y | +211.8% | +195.0% | +16.8% | +88.0% |
| All | +211.8% | +186.8% | +25.1% | +88.0% |
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 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