-1.6%
PFE vs AEP
+80.6%
-82.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | -2.7% | +2.0% | -4.7% | -3.1% |
| 30D | +3.8% | +0.5% | +3.3% | +3.7% |
| 3M | +10.4% | -0.3% | +10.7% | +10.3% |
| 6M | +6.3% | -3.5% | +9.7% | +6.8% |
| YTD | +17.4% | +11.3% | +6.1% | +13.9% |
| 1Y | +21.1% | +20.2% | +0.9% | +15.0% |
| 3Y | -1.6% | +79.8% | -81.4% | -12.6% |
| All | -1.6% | +80.6% | -82.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling