+81.4%
PEP vs AEP
+171.7%
-90.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +0.1% | +2.0% | -1.9% | -0.9% |
| 30D | +0.7% | +0.5% | +0.1% | +0.3% |
| 3M | -0.5% | -0.3% | -0.2% | -0.6% |
| 6M | -11.3% | -3.5% | -7.8% | -10.0% |
| YTD | -0.6% | +11.3% | -11.9% | -6.5% |
| 1Y | +1.7% | +20.2% | -18.6% | -8.8% |
| 3Y | -12.5% | +79.8% | -92.2% | -38.0% |
| 5Y | +3.9% | +65.6% | -61.7% | -24.2% |
| All | +81.4% | +171.7% | -90.3% | -0.8% |
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