+490.8%
AEP vs PSX
+1,187.1%
-696.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | +2.9% | +7.8% | -4.9% | +2.0% |
| 30D | +3.2% | -10.9% | +14.1% | +4.4% |
| 3M | +3.8% | +14.5% | -10.7% | +2.2% |
| 6M | +2.5% | +56.1% | -53.6% | -2.7% |
| YTD | +15.5% | +109.6% | -94.1% | +5.8% |
| 1Y | +9.6% | +95.5% | -85.9% | +1.2% |
| 3Y | +91.2% | +156.2% | -65.0% | +68.9% |
| 5Y | +88.2% | +310.0% | -221.8% | +54.4% |
| 10Y | +205.1% | +368.0% | -163.0% | +131.2% |
| All | +490.8% | +1,187.1% | -696.3% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling