+84.9%
PR vs AEE
+62.0%
+22.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -9.5% | +3.0% | -12.5% | -9.6% |
| 30D | -5.7% | +11.2% | -16.9% | -6.3% |
| 3M | +3.0% | +7.0% | -4.0% | +2.5% |
| 6M | +11.8% | +5.7% | +6.1% | +11.4% |
| YTD | +58.5% | +16.2% | +42.2% | +56.2% |
| 1Y | +69.9% | +12.0% | +57.8% | +67.9% |
| 3Y | +84.9% | +63.4% | +21.5% | +74.4% |
| All | +84.9% | +62.0% | +22.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling