+66.6%
PPL vs AEE
+217.4%
-150.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -2.2% |
| 30D | +4.3% | +11.2% | -7.0% | -3.9% |
| 3M | +2.9% | +7.0% | -4.1% | -2.3% |
| 6M | +1.1% | +5.7% | -4.6% | -3.3% |
| YTD | +4.5% | +16.2% | -11.8% | -7.2% |
| 1Y | +0.1% | +12.0% | -12.0% | -8.5% |
| 3Y | +55.7% | +63.4% | -7.7% | +5.8% |
| 5Y | +47.6% | +56.0% | -8.4% | +3.4% |
| All | +66.6% | +217.4% | -150.7% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling