+28.4%
PFE vs AEP
+8.1%
+20.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | +5.3% | +4.1% | +1.2% | +4.9% |
| 3M | +10.1% | +4.1% | +6.1% | +9.6% |
| 6M | +18.0% | -1.0% | +19.1% | +18.3% |
| YTD | +25.8% | +13.4% | +12.4% | +21.8% |
| 1Y | +28.4% | +6.7% | +21.7% | +28.3% |
| All | +28.4% | +8.1% | +20.3% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling