+177.1%
AEP vs PR
+147.8%
+29.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -1.9% |
| 7D | -2.0% | -16.5% | +14.6% | -2.1% |
| 30D | +4.2% | -4.5% | +8.7% | +4.2% |
| 3M | +1.0% | +8.5% | -7.5% | +1.1% |
| 6M | -6.1% | -3.3% | -2.8% | -6.1% |
| YTD | +12.5% | +55.7% | -43.2% | +12.9% |
| 1Y | +9.1% | +82.0% | -72.9% | +9.8% |
| 3Y | +77.2% | +62.5% | +14.7% | +78.2% |
| 5Y | +78.4% | +223.9% | -145.5% | +81.5% |
| 10Y | +188.3% | +64.2% | +124.1% | +206.8% |
| All | +177.1% | +147.8% | +29.3% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling