+87.8%
AEP vs PPL
+45.5%
+42.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | +2.5% | -2.2% | +4.7% | +4.3% |
| 30D | +3.4% | +1.7% | +1.7% | +2.0% |
| 3M | +4.2% | +0.1% | +4.1% | +4.0% |
| 6M | -0.8% | -1.5% | +0.7% | +0.3% |
| YTD | +15.2% | +3.0% | +12.3% | +12.0% |
| 1Y | +8.3% | -1.4% | +9.7% | +8.9% |
| 3Y | +84.2% | +53.5% | +30.7% | +27.4% |
| 5Y | +87.8% | +46.4% | +41.4% | +35.6% |
| All | +87.8% | +45.5% | +42.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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