-23.1%
PPG vs AEE
+38.7%
-61.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -6.2% | -0.8% | -5.5% | -5.9% |
| 30D | -7.9% | -2.9% | -5.0% | -6.7% |
| 3M | -10.2% | -2.4% | -7.8% | -9.3% |
| 6M | +2.7% | -2.7% | +5.4% | +3.8% |
| YTD | +4.9% | +7.3% | -2.4% | +1.6% |
| 1Y | -3.2% | +7.5% | -10.7% | -6.5% |
| 3Y | -17.0% | +46.2% | -63.2% | -31.7% |
| All | -23.1% | +38.7% | -61.7% | -36.4% |
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 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