+170.5%
AEP vs PHM
+568.1%
-397.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -0.9% | -5.0% | +4.0% | -0.2% |
| 30D | -1.1% | -8.4% | +7.4% | +0.3% |
| 3M | -3.3% | -4.4% | +1.1% | -2.8% |
| 6M | -4.6% | -3.7% | -0.9% | -4.5% |
| YTD | +9.4% | +1.3% | +8.1% | +8.6% |
| 1Y | +16.9% | -14.0% | +31.0% | +18.8% |
| 3Y | +76.6% | +48.1% | +28.5% | +61.1% |
| 5Y | +66.2% | +158.8% | -92.6% | +34.8% |
| All | +170.5% | +568.1% | -397.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling