+3,159.9%
PEP vs AEP
+2,223.4%
+936.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +1.8% | -3.2% | -2.0% |
| 30D | +0.2% | -0.8% | +1.0% | +0.4% |
| 3M | -1.1% | -1.8% | +0.7% | -0.6% |
| 6M | -13.5% | -5.4% | -8.1% | -12.0% |
| YTD | -1.2% | +10.4% | -11.6% | -4.8% |
| 1Y | -1.6% | +18.2% | -19.7% | -7.5% |
| 3Y | -12.5% | +79.0% | -91.5% | -29.2% |
| 5Y | +3.0% | +64.8% | -61.8% | -14.7% |
| 10Y | +73.9% | +170.8% | -96.9% | +23.5% |
| All | +3,159.9% | +2,223.4% | +936.5% | +721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling