+42.2%
PRU vs AEE
+56.4%
-14.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +3.6% | +1.7% | +1.9% | +3.0% |
| 30D | +8.9% | +9.7% | -0.9% | +5.2% |
| 3M | +0.2% | +5.9% | -5.7% | -2.0% |
| 6M | +23.7% | +6.7% | +17.0% | +20.4% |
| YTD | +13.7% | +17.4% | -3.6% | +6.1% |
| 1Y | +20.6% | +12.7% | +8.0% | +14.4% |
| 3Y | +56.3% | +68.2% | -11.9% | +24.1% |
| All | +42.2% | +56.4% | -14.2% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling