+65.6%
AEP vs PINS
-63.8%
+129.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +2.0% | -5.2% | +7.2% | +2.0% |
| 30D | +0.5% | -14.9% | +15.5% | +0.4% |
| 3M | -0.3% | -8.4% | +8.1% | -0.3% |
| 6M | -3.5% | +0.6% | -4.1% | -3.4% |
| YTD | +11.3% | -22.2% | +33.5% | +11.5% |
| 1Y | +20.2% | -46.9% | +67.2% | +20.8% |
| 3Y | +79.8% | -26.9% | +106.7% | +78.6% |
| 5Y | +65.6% | -63.0% | +128.5% | +63.7% |
| All | +65.6% | -63.8% | +129.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling