+3.2%
PEP vs AEE
+11.8%
-8.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +13.6% | +9.7% | +3.9% | +8.9% |
| 3M | +5.1% | +5.8% | -0.7% | +2.3% |
| 6M | -1.6% | +4.5% | -6.1% | -3.7% |
| YTD | +3.3% | +15.8% | -12.5% | -2.0% |
| 1Y | +3.2% | +10.8% | -7.5% | -1.5% |
| All | +3.2% | +11.8% | -8.5% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling