+673.5%
AEP vs HBM
+613.3%
+60.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | +1.8% | -6.4% | +8.1% | +2.1% |
| 30D | -0.8% | +5.9% | -6.7% | -1.1% |
| 3M | -1.8% | -8.9% | +7.1% | -1.7% |
| 6M | -5.4% | +10.7% | -16.0% | -6.3% |
| YTD | +10.4% | +38.3% | -27.8% | +8.0% |
| 1Y | +18.2% | +121.3% | -103.2% | +12.9% |
| 3Y | +79.0% | +450.6% | -371.6% | +61.4% |
| 5Y | +64.8% | +338.0% | -273.2% | +48.1% |
| 10Y | +170.8% | +578.6% | -407.8% | +122.3% |
| All | +673.5% | +613.3% | +60.1% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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