+147.1%
PM vs AEE
+63.2%
+83.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.3% |
| YTD | +25.8% | +16.1% | +9.7% | +17.7% |
| 1Y | +30.9% | +10.4% | +20.5% | +25.0% |
| All | +147.1% | +63.2% | +83.9% | +100.4% |
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