+368.5%
PSX vs AEE
+39.2%
+329.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | +1.8% | +1.1% | +0.8% | +1.6% |
| 30D | +21.6% | 0.0% | +21.6% | +21.6% |
| 3M | +46.5% | -0.9% | +47.4% | +46.4% |
| 6M | +62.0% | -2.4% | +64.4% | +62.2% |
| YTD | +106.3% | +8.6% | +97.7% | +101.1% |
| 1Y | +103.0% | +10.2% | +92.8% | +96.9% |
| 3Y | +135.5% | +47.8% | +87.7% | +111.9% |
| 5Y | +368.5% | +40.1% | +328.4% | +338.7% |
| All | +368.5% | +39.2% | +329.4% | +338.7% |
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