+415.3%
PR vs AEE
+40.8%
+374.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +18.0% | -2.3% | +20.3% | +18.6% |
| 3M | +16.9% | +0.2% | +16.6% | +16.6% |
| 6M | +28.2% | -4.7% | +33.0% | +29.2% |
| YTD | +69.3% | +8.1% | +61.2% | +65.3% |
| 1Y | +69.5% | +8.5% | +61.0% | +65.1% |
| 3Y | +81.7% | +48.9% | +32.8% | +60.2% |
| All | +415.3% | +40.8% | +374.5% | +396.1% |
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 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