+2,285.8%
AEP vs PH
+25,027.9%
-22,742.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.6% |
| 7D | -1.5% | +3.0% | -4.6% | -2.2% |
| 30D | +4.5% | -0.6% | +5.1% | +4.4% |
| 3M | +2.8% | -10.7% | +13.6% | +4.9% |
| 6M | -0.7% | +9.1% | -9.7% | -2.8% |
| YTD | +13.8% | +9.5% | +4.3% | +11.0% |
| 1Y | +9.0% | +14.0% | -5.1% | +5.3% |
| 3Y | +83.0% | +138.9% | -55.9% | +48.4% |
| 5Y | +83.3% | +209.1% | -125.9% | +38.5% |
| 10Y | +194.6% | +737.3% | -542.7% | +69.3% |
| All | +2,285.8% | +25,027.9% | -22,742.1% | +631.9% |
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