+95.0%
AEP vs PINS
-23.0%
+118.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | -0.3% |
| 7D | +0.9% | -13.9% | +14.7% | +1.4% |
| 30D | +1.5% | -25.0% | +26.5% | +2.5% |
| 3M | -1.7% | -16.6% | +14.9% | -1.1% |
| 6M | -4.0% | -7.0% | +2.9% | -4.0% |
| YTD | +10.6% | -29.4% | +40.0% | +11.8% |
| 1Y | +18.6% | -49.9% | +68.5% | +21.6% |
| 3Y | +78.7% | -33.6% | +112.3% | +77.6% |
| 5Y | +65.1% | -66.8% | +131.9% | +69.4% |
| All | +95.0% | -23.0% | +118.0% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling