+48.5%
PFE vs AEP
+206.5%
-158.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.1% | +2.5% | -4.6% | -3.0% |
| 30D | +3.1% | +3.4% | -0.3% | +1.9% |
| 3M | +11.2% | +4.2% | +7.0% | +9.4% |
| 6M | +15.0% | -0.8% | +15.8% | +15.0% |
| YTD | +23.5% | +15.2% | +8.3% | +16.3% |
| 1Y | +18.9% | +8.3% | +10.6% | +14.6% |
| 3Y | +18.7% | +84.2% | -65.4% | -8.3% |
| 5Y | -24.0% | +87.8% | -111.8% | -42.4% |
| All | +48.5% | +206.5% | -158.0% | +0.9% |
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