+19.5%
PFE vs AEP
+8.9%
+10.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | +0.3% | +3.2% | -2.8% | -0.1% |
| 3M | +9.4% | +3.8% | +5.6% | +8.8% |
| 6M | +14.9% | +2.5% | +12.4% | +14.6% |
| YTD | +23.8% | +15.5% | +8.3% | +19.7% |
| 1Y | +19.5% | +9.6% | +9.9% | +17.2% |
| All | +19.5% | +8.9% | +10.6% | +17.2% |
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