+1,112.1%
PSX vs AEE
+443.9%
+668.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +26.6% | -2.3% | +28.9% | +27.5% |
| 3M | +39.3% | +0.2% | +39.1% | +38.7% |
| 6M | +56.8% | -4.7% | +61.6% | +58.6% |
| YTD | +101.8% | +8.1% | +93.7% | +95.0% |
| 1Y | +99.6% | +8.5% | +91.1% | +92.3% |
| 3Y | +140.3% | +48.9% | +91.5% | +104.6% |
| 5Y | +339.3% | +39.9% | +299.4% | +278.3% |
| 10Y | +369.9% | +186.5% | +183.3% | +216.4% |
| All | +1,112.1% | +443.9% | +668.2% | +499.7% |
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 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