+800.4%
PRU vs AEE
+662.3%
+138.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +1.9% | +0.3% | +1.5% | +1.6% |
| 30D | +2.7% | -2.3% | +5.0% | +4.5% |
| 3M | +19.5% | +0.2% | +19.2% | +18.6% |
| 6M | +26.6% | -4.7% | +31.4% | +30.3% |
| YTD | +12.3% | +8.1% | +4.2% | +4.0% |
| 1Y | +18.0% | +8.5% | +9.5% | +8.5% |
| 3Y | +47.0% | +48.9% | -1.9% | +1.1% |
| 5Y | +48.4% | +39.9% | +8.5% | +4.0% |
| 10Y | +142.4% | +186.5% | -44.1% | -19.8% |
| All | +800.4% | +662.3% | +138.1% | +22.5% |
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