+147.8%
PR vs AEE
+215.6%
-67.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.9% |
| 7D | -16.5% | +2.4% | -18.9% | -16.3% |
| 30D | -4.5% | +10.9% | -15.5% | -3.5% |
| 3M | +8.5% | +4.3% | +4.3% | +9.1% |
| 6M | -3.3% | +2.5% | -5.8% | -3.0% |
| YTD | +55.7% | +15.3% | +40.4% | +58.3% |
| 1Y | +82.0% | +14.6% | +67.5% | +84.9% |
| 3Y | +62.5% | +57.5% | +5.0% | +72.1% |
| 5Y | +223.9% | +52.9% | +171.0% | +244.0% |
| 10Y | +64.2% | +205.0% | -140.8% | +132.5% |
| All | +147.8% | +215.6% | -67.8% | +250.3% |
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