+2,252.4%
AEP vs HAS
+4,652.9%
-2,400.5%
-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 | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | +3.6% | +31.0% | -27.4% | -0.1% |
| 3M | +1.8% | +30.7% | -28.9% | -1.9% |
| 6M | -3.1% | +23.9% | -27.0% | -6.2% |
| YTD | +12.2% | +48.3% | -36.1% | +5.8% |
| 1Y | +9.1% | +60.2% | -51.1% | +1.7% |
| 3Y | +77.9% | +189.2% | -111.3% | +50.8% |
| 5Y | +78.1% | +50.4% | +27.7% | +63.0% |
| 10Y | +187.8% | +104.2% | +83.6% | +143.1% |
| All | +2,252.4% | +4,652.9% | -2,400.5% | +1,141.4% |
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