+169.5%
PR vs AEE
+195.8%
-26.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +18.0% | -2.3% | +20.3% | +17.8% |
| 3M | +16.9% | +0.2% | +16.6% | +17.0% |
| 6M | +28.2% | -4.7% | +33.0% | +27.7% |
| YTD | +69.3% | +8.1% | +61.2% | +70.9% |
| 1Y | +69.5% | +8.5% | +61.0% | +71.2% |
| 3Y | +81.7% | +48.9% | +32.8% | +91.3% |
| 5Y | +422.2% | +39.9% | +382.3% | +447.1% |
| 10Y | +110.4% | +186.5% | -76.2% | +196.4% |
| All | +169.5% | +195.8% | -26.3% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling