+2,214.6%
AEP vs PPL
+2,096.5%
+118.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | +2.7% | -0.9% | +0.2% |
| 30D | -0.8% | +0.5% | -1.3% | -1.1% |
| 3M | -1.8% | +0.7% | -2.5% | -2.2% |
| 6M | -5.4% | -7.6% | +2.2% | -0.8% |
| YTD | +10.4% | +1.8% | +8.6% | +9.1% |
| 1Y | +18.2% | -0.8% | +18.9% | +18.4% |
| 3Y | +79.0% | +56.9% | +22.1% | +36.0% |
| 5Y | +64.8% | +39.5% | +25.3% | +34.5% |
| 10Y | +170.8% | +55.4% | +115.5% | +99.1% |
| All | +2,214.6% | +2,096.5% | +118.2% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling