+221.7%
PR vs AEE
+52.8%
+168.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | +2.1% | -18.5% | -16.8% |
| 30D | -1.9% | +11.4% | -13.3% | -4.3% |
| 3M | +8.0% | +5.0% | +3.0% | +6.7% |
| 6M | +4.1% | +4.4% | -0.3% | +2.8% |
| YTD | +58.7% | +15.4% | +43.3% | +52.3% |
| 1Y | +75.8% | +13.8% | +62.1% | +69.3% |
| 3Y | +73.2% | +58.0% | +15.1% | +49.7% |
| All | +221.7% | +52.8% | +168.9% | +183.3% |
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