+82.1%
AEP vs PCOR
-7.6%
+89.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.9% | +3.0% | -0.2% | +2.9% |
| 30D | +3.2% | +38.7% | -35.5% | +3.1% |
| 3M | +3.8% | +24.9% | -21.0% | +3.8% |
| 6M | +2.5% | +68.8% | -66.3% | +2.3% |
| YTD | +15.5% | +6.7% | +8.8% | +15.8% |
| 1Y | +9.6% | +3.0% | +6.6% | +10.0% |
| 3Y | +91.2% | +48.6% | +42.5% | +88.3% |
| 5Y | +88.2% | -12.7% | +100.9% | +81.6% |
| All | +82.1% | -7.6% | +89.7% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling