+287.0%
AEP vs PAYC
+1,328.5%
-1,041.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +4.9% | -2.0% | +2.5% |
| 30D | +3.2% | +4.1% | -0.9% | +2.8% |
| 3M | +3.8% | +11.5% | -7.6% | +2.8% |
| 6M | +2.5% | +85.3% | -82.8% | -3.0% |
| YTD | +15.5% | +57.3% | -41.8% | +10.5% |
| 1Y | +9.6% | +52.6% | -43.0% | +5.1% |
| 3Y | +91.2% | +48.3% | +42.9% | +81.6% |
| 5Y | +88.2% | -47.8% | +136.0% | +91.9% |
| 10Y | +205.1% | +515.9% | -310.8% | +164.8% |
| All | +287.0% | +1,328.5% | -1,041.6% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling