+169.3%
AEP vs PRU
+139.4%
+29.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | -0.3% | +16.4% | -16.7% | -3.3% |
| 6M | -3.5% | +26.0% | -29.5% | -7.8% |
| YTD | +11.3% | +9.9% | +1.4% | +8.9% |
| 1Y | +20.2% | +18.8% | +1.5% | +15.7% |
| 3Y | +79.8% | +45.3% | +34.4% | +63.7% |
| 5Y | +65.6% | +45.6% | +20.0% | +49.0% |
| 10Y | +169.3% | +139.6% | +29.7% | +102.3% |
| All | +169.3% | +139.4% | +29.9% | +102.3% |
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