+961.2%
AEP vs PBR
+1,873.9%
-912.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +1.5% | +17.5% | -16.0% | -0.5% |
| 3M | -1.7% | +20.9% | -22.6% | -4.1% |
| 6M | -4.0% | +20.2% | -24.3% | -6.5% |
| YTD | +10.6% | +84.3% | -73.7% | +2.2% |
| 1Y | +18.6% | +77.1% | -58.5% | +10.0% |
| 3Y | +78.7% | +100.8% | -22.1% | +61.6% |
| 5Y | +65.1% | +556.1% | -491.0% | +25.9% |
| 10Y | +177.7% | +676.1% | -498.3% | +87.4% |
| All | +961.2% | +1,873.9% | -912.7% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling