+79.8%
AEP vs HDB
-27.8%
+107.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.0% |
| 7D | +2.0% | -2.0% | +4.0% | +2.2% |
| 30D | +0.5% | -4.9% | +5.4% | +0.9% |
| 3M | -0.3% | -2.3% | +2.0% | -0.4% |
| 6M | -3.5% | -23.7% | +20.2% | -1.2% |
| YTD | +11.3% | -38.5% | +49.7% | +16.4% |
| 1Y | +20.2% | -36.5% | +56.7% | +25.4% |
| 3Y | +79.8% | -28.5% | +108.2% | +82.1% |
| All | +79.8% | -27.8% | +107.5% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling