+46.2%
PFE vs AEP
+194.7%
-148.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +5.3% | +4.1% | +1.2% | +3.8% |
| 3M | +10.1% | +4.1% | +6.1% | +8.4% |
| 6M | +18.0% | -1.0% | +19.1% | +18.1% |
| YTD | +25.8% | +13.4% | +12.4% | +19.1% |
| 1Y | +28.4% | +6.7% | +21.7% | +24.5% |
| 3Y | +20.9% | +81.3% | -60.4% | -6.0% |
| 5Y | -21.5% | +80.1% | -101.6% | -39.5% |
| 10Y | +46.2% | +200.9% | -154.7% | +0.8% |
| All | +46.2% | +194.7% | -148.5% | +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