+7.1%
AEP vs PAAS
+18.2%
-11.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.4% |
| 7D | -1.5% | +8.8% | -10.4% | -1.5% |
| 30D | +4.5% | -8.5% | +12.9% | +4.5% |
| 3M | +2.8% | -17.0% | +19.9% | +2.9% |
| 6M | -0.7% | -27.9% | +27.2% | -0.4% |
| YTD | +13.8% | -17.5% | +31.3% | +13.3% |
| All | +7.1% | +18.2% | -11.1% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling