+10.8%
AEP vs PINS
-35.1%
+45.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.9% |
| 30D | +7.9% | +5.8% | +2.2% | +8.4% |
| 3M | +1.5% | -17.0% | +18.5% | +0.3% |
| 6M | -2.6% | +1.8% | -4.4% | -1.9% |
| YTD | +14.7% | -18.0% | +32.7% | +15.8% |
| 1Y | +10.8% | -35.5% | +46.3% | +11.8% |
| All | +10.8% | -35.1% | +45.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 1y: compounded portfolio wealth divided by compounded PINS 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…
1y analysis · Full analysis span regression · 6 months rolling