+211.7%
AEP vs HDB
+63.5%
+148.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.9% | +2.7% | +0.1% | +2.4% |
| 30D | +3.2% | +14.1% | -10.9% | +0.8% |
| 3M | +3.8% | +11.8% | -8.0% | +1.6% |
| 6M | +2.5% | +8.2% | -5.7% | +0.6% |
| YTD | +15.5% | -29.3% | +44.8% | +22.0% |
| 1Y | +9.6% | -28.8% | +38.4% | +15.7% |
| 3Y | +91.2% | -7.5% | +98.6% | +89.7% |
| 5Y | +88.2% | -23.1% | +111.3% | +91.2% |
| All | +211.7% | +63.5% | +148.1% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling