+434.4%
AEP vs PODD
+767.5%
-333.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +1.8% | +1.6% | +0.2% | +1.6% |
| 30D | -0.8% | +10.7% | -11.5% | -1.7% |
| 3M | -1.8% | +0.7% | -2.6% | -2.2% |
| 6M | -5.4% | -39.3% | +33.9% | -1.8% |
| YTD | +10.4% | -48.1% | +58.6% | +16.0% |
| 1Y | +18.2% | -57.4% | +75.6% | +26.0% |
| 3Y | +79.0% | -23.3% | +102.2% | +78.5% |
| 5Y | +64.8% | -51.3% | +116.1% | +68.7% |
| 10Y | +170.8% | +242.0% | -71.2% | +124.0% |
| All | +434.4% | +767.5% | -333.2% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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