-21.8%
PATH vs AEP
+77.1%
-98.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -4.3% |
| 7D | -5.6% | -2.0% | -3.6% | -6.2% |
| 30D | -0.7% | +4.2% | -4.9% | +0.7% |
| 3M | -5.9% | +1.0% | -6.9% | -5.4% |
| 6M | +21.6% | -6.1% | +27.7% | +20.5% |
| YTD | -20.6% | +12.5% | -33.1% | -19.2% |
| 1Y | -10.6% | +9.1% | -19.7% | -9.1% |
| All | -21.8% | +77.1% | -98.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling