+89.6%
PEP vs AEP
+196.9%
-107.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +4.6% | -0.8% | +5.4% | +5.0% |
| 30D | +14.0% | +4.9% | +9.1% | +11.2% |
| 3M | +5.4% | +4.9% | +0.5% | +2.7% |
| 6M | -5.1% | -0.3% | -4.9% | -5.4% |
| YTD | +3.1% | +14.3% | -11.2% | -4.5% |
| 1Y | +4.8% | +7.5% | -2.7% | +0.1% |
| 3Y | -4.1% | +82.6% | -86.8% | -32.6% |
| 5Y | +3.0% | +81.5% | -78.5% | -28.9% |
| 10Y | +89.6% | +203.2% | -113.6% | -0.3% |
| All | +89.6% | +196.9% | -107.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling