-12.5%
PEP vs AEE
+49.7%
-62.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | +0.7% | -1.2% | +1.9% | +1.1% |
| 3M | -0.5% | +1.0% | -1.6% | -0.9% |
| 6M | -11.3% | -2.3% | -9.0% | -10.6% |
| YTD | -0.6% | +9.1% | -9.7% | -3.8% |
| 1Y | +1.7% | +10.6% | -8.9% | -2.2% |
| 3Y | -12.5% | +48.5% | -61.0% | -23.8% |
| All | -12.5% | +49.7% | -62.2% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling