+7.4%
AEP vs PH
+15.9%
-8.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -0.8% | +2.1% | -2.9% | -0.9% |
| 30D | +4.9% | +0.3% | +4.6% | +4.8% |
| 3M | +4.9% | -8.8% | +13.7% | +5.6% |
| 6M | -0.3% | +10.0% | -10.3% | -1.3% |
| YTD | +14.3% | +10.5% | +3.8% | +14.5% |
| All | +7.4% | +15.9% | -8.5% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling