+66.4%
AEP vs PSX
+357.6%
-291.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -0.1% | +15.8% | -15.9% | -1.0% |
| 3M | -3.2% | +43.0% | -46.2% | -5.4% |
| 6M | -5.3% | +61.1% | -66.4% | -8.2% |
| YTD | +9.5% | +104.5% | -95.0% | +4.4% |
| 1Y | +17.5% | +102.5% | -85.0% | +11.9% |
| 3Y | +77.0% | +133.5% | -56.5% | +65.1% |
| 5Y | +66.4% | +367.0% | -300.6% | +44.6% |
| All | +66.4% | +357.6% | -291.2% | +44.6% |
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