+465.1%
AEP vs PSX
+1,139.4%
-674.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.8% | +4.5% | -2.8% | +1.3% |
| 30D | -0.8% | +26.6% | -27.4% | -3.4% |
| 3M | -1.8% | +39.3% | -41.1% | -5.5% |
| 6M | -5.4% | +56.8% | -62.2% | -10.2% |
| YTD | +10.4% | +101.8% | -91.4% | +1.8% |
| 1Y | +18.2% | +99.6% | -81.5% | +8.9% |
| 3Y | +79.0% | +140.3% | -61.4% | +59.4% |
| 5Y | +64.8% | +339.3% | -274.5% | +33.9% |
| 10Y | +170.8% | +369.9% | -199.0% | +105.2% |
| All | +465.1% | +1,139.4% | -674.4% | +290.9% |
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