+2,319.9%
AEP vs PHM
+11,720.3%
-9,400.4%
-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% | +0.1% | +0.2% |
| 7D | +2.9% | -4.1% | +7.0% | +3.4% |
| 30D | +3.2% | +16.1% | -13.0% | +1.1% |
| 3M | +3.8% | -2.5% | +6.3% | +4.0% |
| 6M | +2.5% | +12.9% | -10.4% | +0.6% |
| YTD | +15.5% | +9.0% | +6.5% | +13.6% |
| 1Y | +9.6% | +8.2% | +1.4% | +7.8% |
| 3Y | +91.2% | +58.4% | +32.7% | +76.8% |
| 5Y | +88.2% | +159.2% | -71.0% | +61.2% |
| 10Y | +205.1% | +676.9% | -471.8% | +120.0% |
| All | +2,319.9% | +11,720.3% | -9,400.4% | +1,000.5% |
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