+205.1%
AEP vs HDB
+64.3%
+140.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.7% | +6.9% | -6.2% | -0.4% |
| 30D | +4.8% | +15.2% | -10.4% | +2.2% |
| 3M | +5.4% | +11.7% | -6.4% | +3.2% |
| 6M | +0.4% | +7.5% | -7.1% | -1.3% |
| YTD | +15.5% | -28.8% | +44.3% | +21.9% |
| 1Y | +8.5% | -29.1% | +37.6% | +14.6% |
| 3Y | +84.6% | -7.0% | +91.6% | +83.0% |
| 5Y | +86.9% | -22.1% | +109.0% | +89.4% |
| 10Y | +205.1% | +64.9% | +140.2% | +162.2% |
| All | +205.1% | +64.3% | +140.8% | +162.2% |
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