+83.3%
AEP vs PH
+208.5%
-125.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.0% |
| 7D | -1.5% | +3.0% | -4.6% | -1.8% |
| 30D | +4.5% | -0.6% | +5.1% | +4.5% |
| 3M | +2.8% | -10.7% | +13.6% | +3.9% |
| 6M | -0.7% | +9.1% | -9.7% | -1.8% |
| YTD | +13.8% | +9.5% | +4.3% | +12.4% |
| 1Y | +9.0% | +14.0% | -5.1% | +7.1% |
| 3Y | +83.0% | +138.9% | -55.9% | +56.5% |
| 5Y | +83.3% | +209.1% | -125.9% | +40.7% |
| All | +83.3% | +208.5% | -125.2% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling