+82.6%
AEP vs PINS
-38.3%
+121.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | -0.8% | -6.9% | +6.1% | -1.1% |
| 30D | +4.9% | -11.4% | +16.3% | +4.3% |
| 3M | +4.9% | -22.2% | +27.1% | +3.7% |
| 6M | -0.3% | -10.9% | +10.6% | -0.5% |
| YTD | +14.3% | -26.8% | +41.1% | +13.8% |
| 1Y | +7.5% | -29.8% | +37.4% | +7.0% |
| 3Y | +82.6% | -39.0% | +121.7% | +80.9% |
| All | +82.6% | -38.3% | +121.0% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling