+2,217.8%
AEP vs PPG
+2,625.9%
-408.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | +0.9% | -3.7% | +4.6% | +1.9% |
| 30D | +1.5% | -7.2% | +8.7% | +3.4% |
| 3M | -1.7% | -7.3% | +5.7% | -0.1% |
| 6M | -4.0% | +0.3% | -4.3% | -4.8% |
| YTD | +10.6% | +6.5% | +4.1% | +7.7% |
| 1Y | +18.6% | +0.5% | +18.1% | +16.8% |
| 3Y | +78.7% | -15.3% | +94.0% | +81.6% |
| 5Y | +65.1% | -22.9% | +88.0% | +68.7% |
| 10Y | +177.7% | +28.4% | +149.3% | +135.8% |
| All | +2,217.8% | +2,625.9% | -408.1% | +774.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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