+65.1%
AEP vs PAYC
-53.8%
+118.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.9% | -8.7% | +9.6% | +1.3% |
| 30D | +1.5% | +1.2% | +0.3% | +1.4% |
| 3M | -1.7% | +58.6% | -60.3% | -4.2% |
| 6M | -4.0% | +56.6% | -60.7% | -6.5% |
| YTD | +10.6% | +36.2% | -25.6% | +8.6% |
| 1Y | +18.6% | -2.2% | +20.8% | +19.1% |
| 3Y | +78.7% | -22.3% | +101.0% | +79.8% |
| 5Y | +65.1% | -53.9% | +118.9% | +63.9% |
| All | +65.1% | -53.8% | +118.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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