+45.8%
PHM vs AEE
+46.3%
-0.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -6.4% | -0.7% | -5.7% | -6.1% |
| 30D | -12.1% | -2.0% | -10.1% | -11.5% |
| 3M | -1.5% | -2.8% | +1.3% | -0.5% |
| 6M | -6.0% | -3.6% | -2.4% | -4.7% |
| YTD | -0.3% | +7.3% | -7.6% | -2.6% |
| 1Y | -13.3% | +8.7% | -22.1% | -15.7% |
| All | +45.8% | +46.3% | -0.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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