+194.6%
AEP vs PRU
+115.4%
+79.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | -1.5% | +3.2% | -4.7% | -2.2% |
| 30D | +4.5% | +7.9% | -3.4% | +2.9% |
| 3M | +2.8% | +1.8% | +1.0% | +2.3% |
| 6M | -0.7% | +24.1% | -24.8% | -4.9% |
| YTD | +13.8% | +12.4% | +1.5% | +10.8% |
| 1Y | +9.0% | +20.9% | -11.9% | +4.4% |
| 3Y | +83.0% | +55.5% | +27.5% | +64.0% |
| 5Y | +83.3% | +42.7% | +40.6% | +65.4% |
| 10Y | +194.6% | +106.1% | +88.4% | +132.4% |
| All | +194.6% | +115.4% | +79.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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