+272.5%
PM vs AEP
+207.1%
+65.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.5% | +2.9% | -2.3% | -0.7% |
| 30D | -3.2% | +3.2% | -6.4% | -4.5% |
| 3M | +6.2% | +3.8% | +2.4% | +4.4% |
| 6M | +7.7% | +2.5% | +5.2% | +6.3% |
| YTD | +27.3% | +15.5% | +11.8% | +19.1% |
| 1Y | +32.8% | +9.6% | +23.2% | +27.0% |
| 3Y | +150.0% | +91.2% | +58.9% | +84.9% |
| 5Y | +164.2% | +88.2% | +76.0% | +93.3% |
| All | +272.5% | +207.1% | +65.4% | +115.0% |
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 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