+16.9%
AEP vs PR
+77.1%
-60.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | -1.1% | +10.9% | -11.9% | -1.2% |
| 3M | -3.3% | +24.5% | -27.8% | -3.7% |
| 6M | -4.6% | +25.0% | -29.6% | -4.8% |
| YTD | +9.4% | +72.4% | -63.0% | +7.8% |
| 1Y | +16.9% | +77.2% | -60.3% | +14.2% |
| All | +16.9% | +77.1% | -60.2% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling