+76.6%
AEP vs PBR
+99.7%
-23.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | +5.4% | -6.3% | -1.4% |
| 30D | -1.1% | +22.9% | -23.9% | -2.9% |
| 3M | -3.3% | +19.6% | -22.9% | -4.9% |
| 6M | -4.6% | +16.5% | -21.1% | -6.1% |
| YTD | +9.4% | +86.7% | -77.2% | +2.4% |
| 1Y | +16.9% | +74.7% | -57.8% | +10.1% |
| 3Y | +76.6% | +102.6% | -25.9% | +55.2% |
| All | +76.6% | +99.7% | -23.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling