+86.2%
AEP vs PSX
+306.7%
-220.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +2.9% | +7.8% | -4.9% | +2.4% |
| 30D | +3.2% | -10.9% | +14.1% | +3.9% |
| 3M | +3.8% | +14.5% | -10.7% | +2.9% |
| 6M | +2.5% | +56.1% | -53.6% | -0.5% |
| YTD | +15.5% | +109.6% | -94.1% | +9.7% |
| 1Y | +9.6% | +95.5% | -85.9% | +4.6% |
| 3Y | +91.2% | +156.2% | -65.0% | +76.8% |
| All | +86.2% | +306.7% | -220.4% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling