+670.8%
AEP vs HDB
+3,812.1%
-3,141.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -0.8% | -2.8% | +2.0% | -0.4% |
| 3M | -1.8% | -3.5% | +1.7% | -1.5% |
| 6M | -5.4% | -24.7% | +19.4% | -1.2% |
| YTD | +10.4% | -36.6% | +47.0% | +18.6% |
| 1Y | +18.2% | -34.4% | +52.5% | +26.0% |
| 3Y | +79.0% | -24.4% | +103.3% | +84.4% |
| 5Y | +64.8% | -35.4% | +100.2% | +72.3% |
| 10Y | +170.8% | +39.5% | +131.3% | +139.4% |
| All | +670.8% | +3,812.1% | -3,141.3% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling