-81.1%
PATH vs AEP
+71.8%
-152.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.9% |
| 7D | -5.6% | -2.0% | -3.6% | -5.7% |
| 30D | -0.7% | +4.2% | -4.9% | -0.4% |
| 3M | -5.9% | +1.0% | -6.9% | -5.8% |
| 6M | +21.6% | -6.1% | +27.7% | +21.5% |
| YTD | -20.6% | +12.5% | -33.1% | -21.1% |
| 1Y | -10.6% | +9.1% | -19.7% | -11.0% |
| 3Y | -24.9% | +77.2% | -102.1% | -30.5% |
| 5Y | -76.8% | +78.4% | -155.3% | -76.1% |
| All | -81.1% | +71.8% | -152.9% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling