+65.6%
AEP vs PH
+252.1%
-186.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | -0.3% | +8.5% | -8.8% | -1.2% |
| 6M | -3.5% | +3.9% | -7.4% | -4.0% |
| YTD | +11.3% | +9.4% | +1.8% | +10.0% |
| 1Y | +20.2% | +26.8% | -6.6% | +16.9% |
| 3Y | +79.8% | +140.8% | -61.0% | +54.4% |
| 5Y | +65.6% | +253.8% | -188.2% | +25.3% |
| All | +65.6% | +252.1% | -186.5% | +25.3% |
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