+9.6%
AEP vs PR
+78.8%
-69.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | +2.9% | +6.0% | -3.1% | +2.7% |
| 30D | +3.2% | -4.2% | +7.4% | +3.2% |
| 3M | +3.8% | +10.0% | -6.1% | +3.6% |
| 6M | +2.5% | +15.6% | -13.1% | +2.0% |
| YTD | +15.5% | +68.2% | -52.7% | +12.0% |
| 1Y | +9.6% | +79.2% | -69.6% | +5.9% |
| All | +9.6% | +78.8% | -69.2% | +5.9% |
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