+79.4%
AEP vs PWR
+201.3%
-122.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +1.8% | +3.6% | -1.8% | +1.7% |
| 30D | -0.8% | -8.6% | +7.8% | -0.7% |
| 3M | -1.8% | -13.2% | +11.3% | -1.6% |
| 6M | -5.4% | +9.9% | -15.3% | -5.6% |
| YTD | +10.4% | +48.0% | -37.6% | +10.0% |
| 1Y | +18.2% | +66.2% | -48.0% | +17.9% |
| All | +79.4% | +201.3% | -122.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling