+2,214.6%
AEP vs HAS
+3,598.5%
-1,383.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.8% | -1.8% | +3.6% | +2.0% |
| 30D | -0.8% | +2.3% | -3.1% | -1.1% |
| 3M | -1.8% | +10.4% | -12.2% | -3.3% |
| 6M | -5.4% | -3.2% | -2.1% | -5.3% |
| YTD | +10.4% | +15.4% | -5.0% | +7.7% |
| 1Y | +18.2% | +18.8% | -0.6% | +14.6% |
| 3Y | +79.0% | +43.9% | +35.0% | +66.7% |
| 5Y | +64.8% | +13.9% | +50.9% | +56.6% |
| 10Y | +170.8% | +56.4% | +114.4% | +137.2% |
| All | +2,214.6% | +3,598.5% | -1,383.9% | +1,164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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