+807.9%
PRU vs AEE
+716.8%
+91.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | +8.5% | +9.7% | -1.2% | +0.9% |
| 3M | +1.7% | +5.8% | -4.1% | -2.8% |
| 6M | +24.8% | +4.5% | +20.3% | +19.6% |
| YTD | +13.3% | +15.8% | -2.6% | -0.8% |
| 1Y | +21.4% | +10.8% | +10.6% | +9.9% |
| 3Y | +54.8% | +62.8% | -8.0% | -0.6% |
| 5Y | +42.4% | +56.1% | -13.7% | -8.5% |
| 10Y | +98.4% | +216.4% | -118.0% | -39.0% |
| All | +807.9% | +716.8% | +91.1% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling