+316.7%
PANW vs AEP
+64.8%
+251.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -0.9% | +0.2% | -0.8% |
| 30D | -14.6% | -1.1% | -13.5% | -14.6% |
| 3M | +18.3% | -3.3% | +21.6% | +18.2% |
| 6M | +100.5% | -4.6% | +105.1% | +100.2% |
| YTD | +79.5% | +9.4% | +70.1% | +78.0% |
| 1Y | +66.7% | +16.9% | +49.8% | +64.5% |
| 3Y | +161.2% | +76.6% | +84.6% | +140.9% |
| All | +316.7% | +64.8% | +251.9% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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