+194.6%
AEP vs PR
+66.7%
+127.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -1.5% | -12.4% | +10.8% | -1.6% |
| 30D | +4.5% | -6.6% | +11.1% | +4.4% |
| 3M | +2.8% | +7.5% | -4.7% | +2.9% |
| 6M | -0.7% | +10.8% | -11.4% | -0.5% |
| YTD | +13.8% | +57.0% | -43.2% | +14.3% |
| 1Y | +9.0% | +67.9% | -59.0% | +9.5% |
| 3Y | +83.0% | +87.6% | -4.6% | +84.2% |
| 5Y | +83.3% | +220.4% | -137.1% | +86.3% |
| 10Y | +194.6% | +64.8% | +129.8% | +215.3% |
| All | +194.6% | +66.7% | +127.9% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling