+2,192.9%
AEP vs PAYX
+35,385.9%
-33,193.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | -0.9% | -4.9% | +3.9% | -0.1% |
| 30D | -1.1% | -3.8% | +2.7% | -0.5% |
| 3M | -3.3% | +17.9% | -21.1% | -6.1% |
| 6M | -4.6% | +26.1% | -30.7% | -8.7% |
| YTD | +9.4% | +6.7% | +2.7% | +7.5% |
| 1Y | +16.9% | -10.7% | +27.7% | +18.3% |
| 3Y | +76.6% | +7.0% | +69.7% | +72.3% |
| 5Y | +66.2% | +22.6% | +43.6% | +57.8% |
| 10Y | +174.7% | +166.5% | +8.2% | +129.3% |
| All | +2,192.9% | +35,385.9% | -33,193.0% | +1,334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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