+687.4%
PEP vs AEE
+813.9%
-126.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +0.2% | -2.3% | +2.5% | +1.2% |
| 3M | -1.1% | +0.2% | -1.3% | -1.3% |
| 6M | -13.5% | -4.7% | -8.7% | -11.8% |
| YTD | -1.2% | +8.1% | -9.3% | -4.6% |
| 1Y | -1.6% | +8.5% | -10.1% | -5.2% |
| 3Y | -12.5% | +48.9% | -61.4% | -27.1% |
| 5Y | +3.0% | +39.9% | -36.9% | -12.5% |
| 10Y | +73.9% | +186.5% | -112.6% | +11.0% |
| All | +687.4% | +813.9% | -126.5% | +200.9% |
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