+2,735.1%
PHM vs AEE
+816.1%
+1,919.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.7% |
| 7D | -2.5% | +0.6% | -3.1% | -2.9% |
| 30D | -9.7% | -1.9% | -7.7% | -8.6% |
| 3M | +2.2% | +0.3% | +1.9% | +1.9% |
| 6M | -5.7% | -3.0% | -2.7% | -4.2% |
| YTD | +2.8% | +8.4% | -5.5% | -2.4% |
| 1Y | -14.4% | +9.8% | -24.2% | -19.6% |
| 3Y | +52.2% | +47.4% | +4.8% | +16.4% |
| 5Y | +154.3% | +38.9% | +115.4% | +98.8% |
| 10Y | +545.9% | +183.7% | +362.2% | +198.3% |
| All | +2,735.1% | +816.1% | +1,919.0% | +537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling