+211.7%
AEP vs PWR
+1,844.4%
-1,632.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.9% | +11.3% | -8.4% | +1.7% |
| 30D | +3.2% | -8.9% | +12.1% | +3.9% |
| 3M | +3.8% | -10.5% | +14.3% | +4.6% |
| 6M | +2.5% | -22.2% | +24.7% | +4.5% |
| YTD | +15.5% | +42.7% | -27.3% | +9.3% |
| 1Y | +9.6% | +41.1% | -31.5% | +3.8% |
| 3Y | +91.2% | +242.7% | -151.6% | +55.7% |
| 5Y | +88.2% | +418.5% | -330.3% | +41.5% |
| All | +211.7% | +1,844.4% | -1,632.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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