+2.7%
PTC vs AEE
+43.4%
-40.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.7% |
| 7D | -12.8% | +1.3% | -14.1% | -13.0% |
| 30D | -9.8% | -1.2% | -8.5% | -9.6% |
| 3M | -2.1% | +1.0% | -3.1% | -2.4% |
| 6M | -18.1% | -2.3% | -15.8% | -17.9% |
| YTD | -23.5% | +9.1% | -32.6% | -25.6% |
| 1Y | -37.4% | +10.6% | -47.9% | -39.4% |
| 3Y | -7.2% | +48.5% | -55.7% | -17.6% |
| 5Y | +2.7% | +39.9% | -37.2% | -9.6% |
| All | +2.7% | +43.4% | -40.7% | -9.6% |
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