+2.5%
AEP vs PSX
+52.3%
-49.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +2.9% | +7.8% | -4.9% | +2.7% |
| 30D | +3.2% | -10.9% | +14.1% | +3.0% |
| 3M | +3.8% | +14.5% | -10.7% | +4.3% |
| 6M | +2.5% | +56.1% | -53.6% | +3.7% |
| All | +2.5% | +52.3% | -49.8% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling