+1,158.7%
PSX vs AEE
+490.4%
+668.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +7.8% | +1.7% | +6.1% | +7.2% |
| 30D | -10.9% | +9.7% | -20.6% | -13.7% |
| 3M | +14.5% | +5.9% | +8.6% | +12.2% |
| 6M | +56.1% | +6.7% | +49.4% | +52.0% |
| YTD | +109.6% | +17.4% | +92.2% | +96.9% |
| 1Y | +95.5% | +12.7% | +82.9% | +86.2% |
| 3Y | +156.2% | +68.2% | +88.0% | +109.3% |
| 5Y | +310.0% | +57.3% | +252.7% | +239.1% |
| 10Y | +368.0% | +220.6% | +147.4% | +203.9% |
| All | +1,158.7% | +490.4% | +668.3% | +505.4% |
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