+2,214.6%
AEP vs PH
+25,185.5%
-22,970.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | -3.1% | +4.9% | +2.4% |
| 30D | -0.8% | -3.2% | +2.4% | -0.3% |
| 3M | -1.8% | +10.6% | -12.4% | -4.0% |
| 6M | -5.4% | -2.1% | -3.2% | -5.4% |
| YTD | +10.4% | +10.2% | +0.3% | +7.8% |
| 1Y | +18.2% | +28.2% | -10.1% | +11.6% |
| 3Y | +79.0% | +134.9% | -55.9% | +45.8% |
| 5Y | +64.8% | +253.6% | -188.8% | +21.1% |
| 10Y | +170.8% | +804.7% | -633.9% | +53.3% |
| All | +2,214.6% | +25,185.5% | -22,970.9% | +610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling