+272.9%
AEP vs PAYC
+1,158.0%
-885.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +1.2% |
| 7D | +2.0% | -7.9% | +9.9% | +2.6% |
| 30D | +0.5% | +2.1% | -1.6% | +0.3% |
| 3M | -0.3% | +61.8% | -62.1% | -4.5% |
| 6M | -3.5% | +59.9% | -63.4% | -7.6% |
| YTD | +11.3% | +38.5% | -27.2% | +7.6% |
| 1Y | +20.2% | -1.4% | +21.6% | +19.6% |
| 3Y | +79.8% | -21.0% | +100.8% | +78.9% |
| 5Y | +65.6% | -52.9% | +118.5% | +70.0% |
| 10Y | +169.3% | +332.8% | -163.5% | +137.8% |
| All | +272.9% | +1,158.0% | -885.2% | +218.4% |
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