+131.5%
PM vs AEE
+38.5%
+92.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +1.9% | -2.0% | +3.9% | +2.8% |
| 3M | +4.6% | -2.8% | +7.4% | +5.8% |
| 6M | +11.7% | -3.6% | +15.3% | +13.3% |
| YTD | +20.4% | +7.3% | +13.0% | +16.7% |
| 1Y | +19.0% | +8.7% | +10.2% | +14.7% |
| 3Y | +130.4% | +46.0% | +84.4% | +95.7% |
| 5Y | +131.5% | +39.8% | +91.7% | +98.3% |
| All | +131.5% | +38.5% | +92.9% | +98.3% |
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