+124.3%
PM vs AEE
+49.7%
+74.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -1.3% | +1.3% | -2.6% | -1.9% |
| 30D | -2.6% | -1.2% | -1.3% | -2.0% |
| 3M | +5.8% | +1.0% | +4.8% | +5.2% |
| 6M | +10.6% | -2.3% | +12.8% | +11.4% |
| YTD | +17.2% | +9.1% | +8.0% | +13.0% |
| 1Y | +17.6% | +10.6% | +7.1% | +12.8% |
| 3Y | +124.3% | +48.5% | +75.8% | +91.4% |
| All | +124.3% | +49.7% | +74.6% | +91.4% |
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