+208.8%
PM vs AEP
+175.2%
+33.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.6% |
| 7D | +1.9% | -1.0% | +2.9% | +2.4% |
| 30D | +1.9% | -0.1% | +2.0% | +1.9% |
| 3M | +4.6% | -3.2% | +7.8% | +6.0% |
| 6M | +11.7% | -5.3% | +17.0% | +14.1% |
| YTD | +20.4% | +9.5% | +10.8% | +15.2% |
| 1Y | +19.0% | +17.5% | +1.5% | +10.0% |
| 3Y | +130.4% | +77.0% | +53.4% | +75.6% |
| 5Y | +131.5% | +66.4% | +65.1% | +78.7% |
| All | +208.8% | +175.2% | +33.6% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling