+211.7%
AEP vs PH
+700.2%
-488.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +4.3% | -1.5% | +2.2% |
| 30D | +3.2% | +0.1% | +3.1% | +3.0% |
| 3M | +3.8% | -9.4% | +13.2% | +5.1% |
| 6M | +2.5% | +8.8% | -6.2% | +0.9% |
| YTD | +15.5% | +9.6% | +5.8% | +13.3% |
| 1Y | +9.6% | +14.4% | -4.8% | +6.8% |
| 3Y | +91.2% | +134.5% | -43.4% | +62.0% |
| 5Y | +88.2% | +204.4% | -116.2% | +49.2% |
| All | +211.7% | +700.2% | -488.6% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling