+2,214.6%
AEP vs PHM
+11,456.8%
-9,242.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.8% | -3.2% | +5.0% | +2.2% |
| 30D | -0.8% | -6.4% | +5.6% | 0.0% |
| 3M | -1.8% | +5.5% | -7.3% | -2.7% |
| 6M | -5.4% | -5.4% | +0.1% | -5.0% |
| YTD | +10.4% | +6.6% | +3.9% | +9.1% |
| 1Y | +18.2% | -8.8% | +27.0% | +18.8% |
| 3Y | +79.0% | +54.1% | +24.8% | +66.2% |
| 5Y | +64.8% | +144.5% | -79.6% | +42.3% |
| 10Y | +170.8% | +569.4% | -398.6% | +99.1% |
| All | +2,214.6% | +11,456.8% | -9,242.1% | +957.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling