+67.6%
AEP vs PRU
+48.6%
+19.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.8% | +1.9% | -0.1% | +1.5% |
| 30D | -0.8% | +2.7% | -3.5% | -1.3% |
| 3M | -1.8% | +19.5% | -21.3% | -4.9% |
| 6M | -5.4% | +26.6% | -32.0% | -9.3% |
| YTD | +10.4% | +12.3% | -1.9% | +7.9% |
| 1Y | +18.2% | +18.0% | +0.1% | +14.3% |
| 3Y | +79.0% | +47.0% | +31.9% | +61.2% |
| All | +67.6% | +48.6% | +19.1% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling