+821.1%
PM vs AEP
+574.1%
+247.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.1% |
| 7D | -7.3% | -1.5% | -5.7% | -6.6% |
| 30D | -4.0% | +4.5% | -8.5% | -6.0% |
| 3M | +2.7% | +2.8% | -0.1% | +1.3% |
| 6M | +14.9% | -0.7% | +15.5% | +15.0% |
| YTD | +23.5% | +13.8% | +9.7% | +15.7% |
| 1Y | +30.4% | +9.0% | +21.4% | +24.6% |
| 3Y | +143.2% | +83.0% | +60.2% | +79.4% |
| 5Y | +159.5% | +83.3% | +76.2% | +87.7% |
| 10Y | +234.7% | +194.6% | +40.1% | +85.4% |
| All | +821.1% | +574.1% | +247.0% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling