+16.8%
PM vs AEP
+19.8%
-3.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -0.2% | +1.5% | -1.6% | -0.7% |
| 3M | +4.9% | -1.7% | +6.6% | +5.5% |
| 6M | +9.0% | -4.0% | +13.1% | +10.3% |
| YTD | +17.8% | +10.6% | +7.2% | +17.5% |
| 1Y | +16.8% | +18.6% | -1.8% | +15.3% |
| All | +16.8% | +19.8% | -3.0% | +15.3% |
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