+2,231.7%
AEP vs PEG
+2,929.1%
-697.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.3% |
| 30D | +0.5% | -1.9% | +2.4% | +1.8% |
| 3M | -0.3% | -3.7% | +3.4% | +2.2% |
| 6M | -3.5% | -9.4% | +6.0% | +2.8% |
| YTD | +11.3% | -6.0% | +17.3% | +15.6% |
| 1Y | +20.2% | -4.4% | +24.6% | +23.2% |
| 3Y | +79.8% | +33.5% | +46.2% | +45.3% |
| 5Y | +65.6% | +35.7% | +29.8% | +32.2% |
| 10Y | +169.3% | +140.4% | +28.9% | +45.3% |
| All | +2,231.7% | +2,929.1% | -697.4% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling