+80.1%
AEP vs HDB
-22.5%
+102.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | +12.7% | -14.3% | -2.8% |
| 30D | +4.1% | +16.6% | -12.5% | +2.5% |
| 3M | +4.1% | +10.8% | -6.7% | +2.9% |
| 6M | -1.0% | +3.8% | -4.9% | -1.6% |
| YTD | +13.4% | -28.9% | +42.3% | +17.6% |
| 1Y | +6.7% | -28.0% | +34.7% | +10.5% |
| 3Y | +81.3% | -7.2% | +88.4% | +80.8% |
| 5Y | +80.1% | -22.2% | +102.3% | +81.5% |
| All | +80.1% | -22.5% | +102.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling