-4.8%
PEP vs AEP
+82.1%
-87.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +1.0% | -1.5% | +2.6% | +1.6% |
| 30D | +12.6% | +4.5% | +8.1% | +10.9% |
| 3M | +3.1% | +2.8% | +0.3% | +2.0% |
| 6M | -6.3% | -0.7% | -5.6% | -6.3% |
| YTD | +1.9% | +13.8% | -12.0% | -2.9% |
| 1Y | +3.3% | +9.0% | -5.7% | -0.2% |
| 3Y | -4.8% | +83.0% | -87.8% | -21.7% |
| All | -4.8% | +82.1% | -87.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling