+810.6%
AEP vs PWR
+8,127.0%
-7,316.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -7.9% | +0.6% |
| 7D | -1.5% | -4.8% | +3.2% | -1.3% |
| 30D | +4.5% | -16.2% | +20.7% | +5.8% |
| 3M | +2.8% | -11.9% | +14.8% | +3.6% |
| 6M | -0.7% | -20.6% | +19.9% | +0.6% |
| YTD | +13.8% | +40.3% | -26.4% | +9.5% |
| 1Y | +9.0% | +33.0% | -24.1% | +5.2% |
| 3Y | +83.0% | +250.0% | -167.0% | +60.0% |
| 5Y | +83.3% | +404.2% | -320.9% | +54.0% |
| 10Y | +194.6% | +1,865.8% | -1,671.2% | +116.1% |
| All | +810.6% | +8,127.0% | -7,316.5% | +495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling