+79.1%
PEP vs AEE
+186.8%
-107.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.0% |
| 7D | -1.7% | +1.1% | -2.7% | -2.2% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | -3.2% | -0.9% | -2.3% | -2.9% |
| 6M | -13.6% | -2.4% | -11.2% | -12.7% |
| YTD | -1.9% | +8.6% | -10.5% | -6.4% |
| 1Y | -0.6% | +10.2% | -10.8% | -6.0% |
| 3Y | -13.6% | +47.8% | -61.4% | -31.2% |
| 5Y | +3.2% | +40.1% | -36.9% | -16.5% |
| 10Y | +79.1% | +195.0% | -115.9% | +2.4% |
| All | +79.1% | +186.8% | -107.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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