+201.9%
AEP vs PH
+719.0%
-517.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.1% |
| 30D | +4.9% | +0.3% | +4.6% | +4.7% |
| 3M | +4.9% | -8.8% | +13.7% | +6.1% |
| 6M | -0.3% | +10.0% | -10.3% | -2.0% |
| YTD | +14.3% | +10.5% | +3.8% | +12.0% |
| 1Y | +7.5% | +15.5% | -8.0% | +4.6% |
| 3Y | +82.6% | +136.4% | -53.7% | +54.7% |
| 5Y | +81.5% | +213.6% | -132.1% | +43.2% |
| All | +201.9% | +719.0% | -517.1% | +100.5% |
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