+79.6%
AEP vs PCOR
-9.0%
+88.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | -1.5% | +22.2% | -23.7% | -1.6% |
| 30D | +4.5% | +36.0% | -31.5% | +4.4% |
| 3M | +2.8% | +34.0% | -31.2% | +2.8% |
| 6M | -0.7% | +43.5% | -44.2% | -0.8% |
| YTD | +13.8% | +5.1% | +8.7% | +14.2% |
| 1Y | +9.0% | -3.9% | +12.9% | +9.5% |
| 3Y | +83.0% | +52.9% | +30.1% | +80.0% |
| 5Y | +83.3% | -18.7% | +101.9% | +76.6% |
| All | +79.6% | -9.0% | +88.5% | +75.3% |
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