+32.9%
PFE vs AEP
+170.2%
-137.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.6% |
| 7D | -2.7% | +2.0% | -4.7% | -3.4% |
| 30D | +3.8% | +0.5% | +3.3% | +3.6% |
| 3M | +10.4% | -0.3% | +10.7% | +10.2% |
| 6M | +6.3% | -3.5% | +9.7% | +7.1% |
| YTD | +17.4% | +11.3% | +6.1% | +12.1% |
| 1Y | +21.1% | +20.2% | +0.9% | +12.1% |
| 3Y | -1.6% | +79.8% | -81.4% | -22.9% |
| 5Y | -22.2% | +65.6% | -87.7% | -37.5% |
| 10Y | +32.9% | +169.3% | -136.4% | -0.9% |
| All | +32.9% | +170.2% | -137.3% | -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