+1,400.7%
AEP vs PAAS
+971.0%
+429.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -2.8% | +8.4% | -11.2% | -3.2% |
| 30D | +3.6% | -7.2% | +10.8% | +3.9% |
| 3M | +1.8% | -14.0% | +15.8% | +2.3% |
| 6M | -3.1% | -26.8% | +23.6% | -2.0% |
| YTD | +12.2% | -19.8% | +32.0% | +12.6% |
| 1Y | +9.1% | +22.8% | -13.7% | +7.0% |
| 3Y | +77.9% | +183.6% | -105.7% | +65.2% |
| 5Y | +78.1% | +73.8% | +4.3% | +67.9% |
| 10Y | +187.8% | +185.6% | +2.2% | +158.2% |
| All | +1,400.7% | +971.0% | +429.6% | +1,205.8% |
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 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