+763.1%
PM vs AEE
+428.9%
+334.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.4% | -2.3% | -1.1% | -2.4% |
| 3M | +5.2% | +0.2% | +5.0% | +5.0% |
| 6M | +3.7% | -4.7% | +8.5% | +5.9% |
| YTD | +15.8% | +8.1% | +7.7% | +11.5% |
| 1Y | +17.4% | +8.5% | +8.8% | +12.8% |
| 3Y | +116.9% | +48.9% | +68.0% | +78.5% |
| 5Y | +117.3% | +39.9% | +77.4% | +81.9% |
| 10Y | +193.8% | +186.5% | +7.2% | +70.3% |
| All | +763.1% | +428.9% | +334.2% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling