+29.7%
PM vs AEP
+9.0%
+20.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -6.6% | -0.8% | -5.8% | -6.3% |
| 30D | -3.4% | +4.9% | -8.3% | -5.3% |
| 3M | +5.3% | +4.9% | +0.5% | +3.2% |
| 6M | +15.5% | -0.3% | +15.8% | +15.6% |
| YTD | +24.3% | +14.3% | +10.0% | +19.8% |
| 1Y | +29.7% | +7.5% | +22.2% | +23.7% |
| All | +29.7% | +9.0% | +20.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling