+18.6%
AEP vs HDB
-37.2%
+55.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.9% | -4.9% | +5.8% | +1.1% |
| 30D | +1.5% | -5.8% | +7.3% | +1.8% |
| 3M | -1.7% | -5.2% | +3.5% | -1.7% |
| 6M | -4.0% | -25.7% | +21.7% | -1.7% |
| YTD | +10.6% | -39.6% | +50.2% | +16.9% |
| 1Y | +18.6% | -36.9% | +55.5% | +25.6% |
| All | +18.6% | -37.2% | +55.8% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling