+79.8%
AEP vs PH
+141.1%
-61.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | +0.5% | -10.8% | +11.3% | +0.9% |
| 3M | -0.3% | +8.5% | -8.8% | -0.5% |
| 6M | -3.5% | +3.9% | -7.4% | -3.6% |
| YTD | +11.3% | +9.4% | +1.8% | +11.0% |
| 1Y | +20.2% | +26.8% | -6.6% | +19.7% |
| 3Y | +79.8% | +140.8% | -61.0% | +58.6% |
| All | +79.8% | +141.1% | -61.3% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling