+103.6%
AEP vs PINS
-19.0%
+122.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +0.7% | -9.4% | +10.1% | +1.1% |
| 30D | +4.8% | -10.2% | +15.0% | +5.2% |
| 3M | +5.4% | -19.0% | +24.4% | +6.1% |
| 6M | +0.4% | -7.4% | +7.7% | +0.4% |
| YTD | +15.5% | -25.7% | +41.2% | +16.4% |
| 1Y | +8.5% | -29.7% | +38.2% | +9.6% |
| 3Y | +84.6% | -38.1% | +122.7% | +84.8% |
| 5Y | +86.9% | -57.3% | +144.2% | +88.2% |
| All | +103.6% | -19.0% | +122.7% | +66.4% |
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