+79.2%
PR vs AEE
+12.0%
+67.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.3% |
| 7D | +6.0% | +1.7% | +4.3% | +6.1% |
| 30D | -4.2% | +9.7% | -13.9% | -4.1% |
| 3M | +10.0% | +5.9% | +4.0% | +9.9% |
| 6M | +15.6% | +6.7% | +8.9% | +16.2% |
| YTD | +68.2% | +17.4% | +50.8% | +61.7% |
| 1Y | +79.2% | +12.7% | +66.5% | +74.4% |
| All | +79.2% | +12.0% | +67.2% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling