-9.6%
PATH vs AEP
+8.1%
-17.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.5% |
| 7D | -2.3% | -1.6% | -0.7% | -3.8% |
| 30D | -4.8% | +4.1% | -8.9% | -0.7% |
| 3M | -17.7% | +4.1% | -21.8% | -14.2% |
| 6M | +18.9% | -1.0% | +19.9% | +19.4% |
| YTD | -21.7% | +13.4% | -35.1% | -5.8% |
| 1Y | -9.6% | +6.7% | -16.4% | +8.3% |
| All | -9.6% | +8.1% | -17.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling