+66.4%
AEP vs PHM
+149.8%
-83.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.7% |
| 7D | -1.0% | -6.4% | +5.4% | -0.1% |
| 30D | -0.1% | -12.1% | +12.0% | +1.8% |
| 3M | -3.2% | -1.5% | -1.7% | -3.2% |
| 6M | -5.3% | -6.0% | +0.7% | -4.8% |
| YTD | +9.5% | -0.3% | +9.8% | +9.0% |
| 1Y | +17.5% | -13.3% | +30.8% | +19.2% |
| 3Y | +77.0% | +47.6% | +29.4% | +60.6% |
| 5Y | +66.4% | +154.7% | -88.3% | +30.7% |
| All | +66.4% | +149.8% | -83.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling