+743.8%
AEP vs PRU
+785.9%
-42.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | +3.6% | +6.1% | -2.5% | +2.5% |
| 3M | +1.8% | -0.7% | +2.5% | +1.8% |
| 6M | -3.1% | +22.1% | -25.2% | -6.7% |
| YTD | +12.2% | +9.8% | +2.5% | +9.9% |
| 1Y | +9.1% | +19.4% | -10.2% | +5.1% |
| 3Y | +77.9% | +50.4% | +27.5% | +62.5% |
| 5Y | +78.1% | +37.2% | +40.9% | +63.9% |
| 10Y | +187.8% | +119.5% | +68.3% | +129.9% |
| All | +743.8% | +785.9% | -42.1% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling