-81.4%
PATH vs AEP
+73.3%
-154.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -2.3% | -1.6% | -0.7% | -2.4% |
| 30D | -4.8% | +4.1% | -8.9% | -4.5% |
| 3M | -17.7% | +4.1% | -21.8% | -17.4% |
| 6M | +18.9% | -1.0% | +19.9% | +19.0% |
| YTD | -21.7% | +13.4% | -35.1% | -22.1% |
| 1Y | -9.6% | +6.7% | -16.4% | -9.7% |
| 3Y | -25.8% | +81.3% | -107.1% | -31.4% |
| 5Y | -77.1% | +80.1% | -157.2% | -76.3% |
| All | -81.4% | +73.3% | -154.7% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling