+154.7%
PHM vs AEE
+38.5%
+116.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -1.5% | -2.8% | +1.3% | -0.3% |
| 6M | -6.0% | -3.6% | -2.4% | -4.6% |
| YTD | -0.3% | +7.3% | -7.6% | -3.4% |
| 1Y | -13.3% | +8.7% | -22.1% | -16.6% |
| 3Y | +47.6% | +46.0% | +1.6% | +22.2% |
| 5Y | +154.7% | +39.8% | +115.0% | +109.7% |
| All | +154.7% | +38.5% | +116.2% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling