+170.5%
AEP vs PSX
+386.4%
-215.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | +1.7% | -2.7% | -1.1% |
| 30D | -1.1% | +15.6% | -16.7% | -2.5% |
| 3M | -3.3% | +46.5% | -49.7% | -7.2% |
| 6M | -4.6% | +55.0% | -59.6% | -9.1% |
| YTD | +9.4% | +105.3% | -95.9% | +1.0% |
| 1Y | +16.9% | +101.6% | -84.7% | +8.0% |
| 3Y | +76.6% | +134.1% | -57.5% | +58.5% |
| 5Y | +66.2% | +368.7% | -302.5% | +34.4% |
| All | +170.5% | +386.4% | -215.9% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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