+82.2%
PR vs AEE
+219.0%
-136.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.8% |
| 30D | -6.1% | +8.8% | -15.0% | -5.3% |
| 3M | +6.9% | +5.1% | +1.8% | +7.4% |
| 6M | +14.6% | +5.2% | +9.5% | +15.4% |
| YTD | +66.1% | +16.1% | +50.1% | +69.0% |
| 1Y | +77.0% | +10.4% | +66.6% | +79.1% |
| 3Y | +93.8% | +63.1% | +30.7% | +106.5% |
| 5Y | +268.2% | +55.6% | +212.7% | +292.7% |
| All | +82.2% | +219.0% | -136.8% | +184.1% |
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