+94.7%
AEP vs PINS
-14.1%
+108.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +1.8% | -12.0% | +13.8% | +2.3% |
| 30D | -0.8% | -12.7% | +11.9% | -0.3% |
| 3M | -1.8% | -5.5% | +3.7% | -1.8% |
| 6M | -5.4% | +5.3% | -10.6% | -5.8% |
| YTD | +10.4% | -21.2% | +31.7% | +11.2% |
| 1Y | +18.2% | -45.0% | +63.2% | +20.7% |
| 3Y | +79.0% | -26.2% | +105.2% | +77.2% |
| 5Y | +64.8% | -64.0% | +128.8% | +68.9% |
| All | +94.7% | -14.1% | +108.8% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling