+3.0%
PEP vs AEE
+57.9%
-54.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +4.6% | +3.0% | +1.6% | +3.3% |
| 30D | +14.0% | +11.2% | +2.8% | +8.9% |
| 3M | +5.4% | +7.0% | -1.6% | +2.3% |
| 6M | -5.1% | +5.7% | -10.8% | -7.5% |
| YTD | +3.1% | +16.2% | -13.1% | -3.5% |
| 1Y | +4.8% | +12.0% | -7.3% | -0.5% |
| 3Y | -4.1% | +63.4% | -67.5% | -23.0% |
| 5Y | +3.0% | +56.0% | -53.1% | -16.7% |
| All | +3.0% | +57.9% | -54.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling