+81.5%
AEP vs PR
+227.5%
-146.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -0.8% | -9.5% | +8.7% | -0.5% |
| 30D | +4.9% | -5.7% | +10.6% | +5.1% |
| 3M | +4.9% | +3.0% | +1.9% | +4.7% |
| 6M | -0.3% | +11.8% | -12.1% | -0.8% |
| YTD | +14.3% | +58.5% | -44.2% | +12.2% |
| 1Y | +7.5% | +69.9% | -62.4% | +5.3% |
| 3Y | +82.6% | +84.9% | -2.3% | +76.5% |
| 5Y | +81.5% | +246.4% | -165.0% | +69.5% |
| All | +81.5% | +227.5% | -146.1% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling