+184.0%
AEP vs PR
+66.0%
+117.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -2.8% | -16.4% | +13.6% | -3.0% |
| 30D | +3.6% | -1.9% | +5.5% | +3.6% |
| 3M | +1.8% | +8.0% | -6.2% | +1.9% |
| 6M | -3.1% | +4.1% | -7.2% | -3.1% |
| YTD | +12.2% | +58.7% | -46.4% | +12.7% |
| 1Y | +9.1% | +75.8% | -66.7% | +9.7% |
| 3Y | +77.9% | +73.2% | +4.7% | +79.0% |
| 5Y | +78.1% | +230.1% | -152.0% | +81.2% |
| All | +184.0% | +66.0% | +117.9% | +203.4% |
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