+194.6%
AEP vs PAAS
+178.0%
+16.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.2% |
| 7D | -1.5% | +8.8% | -10.4% | -2.1% |
| 30D | +4.5% | -8.5% | +12.9% | +5.0% |
| 3M | +2.8% | -17.0% | +19.9% | +3.9% |
| 6M | -0.7% | -27.9% | +27.2% | +1.1% |
| YTD | +13.8% | -17.5% | +31.3% | +14.0% |
| 1Y | +9.0% | +22.8% | -13.9% | +5.7% |
| 3Y | +83.0% | +224.2% | -141.2% | +61.2% |
| 5Y | +83.3% | +73.6% | +9.6% | +66.6% |
| 10Y | +194.6% | +186.4% | +8.2% | +146.6% |
| All | +194.6% | +178.0% | +16.6% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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