+17.3%
PRU vs AEE
+10.4%
+6.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -1.9% | +1.1% | -2.9% | -2.0% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | +14.7% | -0.9% | +15.6% | +14.7% |
| 6M | +25.7% | -2.4% | +28.1% | +25.7% |
| YTD | +8.3% | +8.6% | -0.4% | +7.5% |
| 1Y | +17.3% | +10.2% | +7.2% | +13.0% |
| All | +17.3% | +10.4% | +6.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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