+1,376.6%
AEP vs PAAS
+1,235.6%
+141.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +1.8% | -2.9% | +4.7% | +1.9% |
| 30D | -0.8% | +6.8% | -7.6% | -1.2% |
| 3M | -1.8% | -2.9% | +1.1% | -1.9% |
| 6M | -5.4% | -16.4% | +11.1% | -4.9% |
| YTD | +10.4% | 0.0% | +10.4% | +9.7% |
| 1Y | +18.2% | +54.3% | -36.2% | +14.5% |
| 3Y | +79.0% | +230.7% | -151.7% | +65.1% |
| 5Y | +64.8% | +111.6% | -46.8% | +54.0% |
| 10Y | +170.8% | +211.7% | -40.9% | +141.9% |
| All | +1,376.6% | +1,235.6% | +141.0% | +1,172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling