+711.7%
PEP vs AEE
+885.6%
-173.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.1% |
| 30D | +12.6% | +11.6% | +1.1% | +7.6% |
| 3M | +3.1% | +5.5% | -2.4% | +0.8% |
| 6M | -6.3% | +6.0% | -12.3% | -8.7% |
| YTD | +1.9% | +16.6% | -14.7% | -4.7% |
| 1Y | +3.3% | +12.1% | -8.8% | -1.8% |
| 3Y | -4.8% | +64.2% | -69.1% | -23.8% |
| 5Y | +2.0% | +59.1% | -57.1% | -17.8% |
| 10Y | +80.3% | +210.2% | -129.9% | +11.5% |
| All | +711.7% | +885.6% | -173.9% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling