+67.2%
AEP vs PSLV
+154.2%
-87.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.9% | -3.5% | +2.5% | -0.8% |
| 30D | -1.1% | -2.1% | +1.1% | -1.0% |
| 3M | -3.3% | -1.6% | -1.6% | -3.3% |
| 6M | -4.6% | -25.5% | +20.9% | -3.1% |
| YTD | +9.4% | -11.4% | +20.8% | +7.5% |
| 1Y | +16.9% | +48.6% | -31.6% | +7.2% |
| 3Y | +76.6% | +166.9% | -90.2% | +44.3% |
| All | +67.2% | +154.2% | -87.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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