+66.4%
AEP vs PEG
+35.4%
+31.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.4% |
| 30D | -0.1% | -2.8% | +2.7% | +1.7% |
| 3M | -3.2% | -6.9% | +3.7% | +1.3% |
| 6M | -5.3% | -11.4% | +6.1% | +2.0% |
| YTD | +9.5% | -7.4% | +16.9% | +14.8% |
| 1Y | +17.5% | -8.3% | +25.8% | +23.5% |
| 3Y | +77.0% | +31.5% | +45.4% | +36.2% |
| 5Y | +66.4% | +38.0% | +28.4% | +23.8% |
| All | +66.4% | +35.4% | +31.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling