+3,280.0%
PFE vs AEP
+2,223.4%
+1,056.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | +1.8% | 0.0% | +1.1% |
| 30D | +10.2% | -0.8% | +11.0% | +10.5% |
| 3M | +12.7% | -1.8% | +14.5% | +13.2% |
| 6M | +10.5% | -5.4% | +15.9% | +12.2% |
| YTD | +20.2% | +10.4% | +9.7% | +15.4% |
| 1Y | +24.1% | +18.2% | +5.9% | +16.2% |
| 3Y | -3.6% | +79.0% | -82.5% | -22.8% |
| 5Y | -20.9% | +64.8% | -85.7% | -35.3% |
| 10Y | +35.8% | +170.8% | -135.0% | -8.2% |
| All | +3,280.0% | +2,223.4% | +1,056.6% | +778.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling