+169.3%
AEP vs PAAS
+197.3%
-28.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.0% | +2.0% | 0.0% | +1.9% |
| 30D | +0.5% | -0.1% | +0.6% | +0.4% |
| 3M | -0.3% | +8.2% | -8.6% | -1.1% |
| 6M | -3.5% | -13.8% | +10.3% | -3.0% |
| YTD | +11.3% | -0.6% | +11.9% | +10.2% |
| 1Y | +20.2% | +44.0% | -23.8% | +15.3% |
| 3Y | +79.8% | +246.6% | -166.8% | +57.4% |
| 5Y | +65.6% | +116.1% | -50.5% | +48.1% |
| 10Y | +169.3% | +202.7% | -33.4% | +126.8% |
| All | +169.3% | +197.3% | -28.0% | +126.8% |
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