+376.3%
PSX vs AEE
+191.3%
+185.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +15.8% | -2.0% | +17.8% | +16.6% |
| 3M | +43.0% | -2.8% | +45.8% | +44.0% |
| 6M | +61.1% | -3.6% | +64.7% | +62.2% |
| YTD | +104.5% | +7.3% | +97.2% | +98.1% |
| 1Y | +102.5% | +8.7% | +93.8% | +94.9% |
| 3Y | +133.5% | +46.0% | +87.5% | +99.9% |
| 5Y | +367.0% | +39.8% | +327.2% | +301.9% |
| All | +376.3% | +191.3% | +185.1% | +253.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling