+24.7%
PATH vs AEP
-3.7%
+28.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.6% |
| 7D | -4.8% | +0.8% | -5.6% | -4.2% |
| 30D | +2.7% | +7.9% | -5.3% | +8.6% |
| 3M | -4.2% | +1.5% | -5.6% | -3.4% |
| 6M | +24.7% | -2.6% | +27.3% | +22.6% |
| All | +24.7% | -3.7% | +28.4% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling