+1.6%
PG vs AEP
+76.7%
-75.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | -1.3% | -3.3% | +1.9% | -0.3% |
| 6M | -3.8% | -4.6% | +0.8% | -2.4% |
| YTD | +3.6% | +9.4% | -5.8% | +0.6% |
| 1Y | -5.7% | +16.9% | -22.7% | -10.9% |
| 3Y | +1.6% | +76.6% | -75.0% | -15.0% |
| All | +1.6% | +76.7% | -75.1% | -15.0% |
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