+691.5%
AEP vs HDB
+4,284.7%
-3,593.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | +12.7% | -14.3% | -3.6% |
| 30D | +4.1% | +16.6% | -12.5% | +1.3% |
| 3M | +4.1% | +10.8% | -6.7% | +2.1% |
| 6M | -1.0% | +3.8% | -4.9% | -2.1% |
| YTD | +13.4% | -28.9% | +42.3% | +19.2% |
| 1Y | +6.7% | -28.0% | +34.7% | +11.9% |
| 3Y | +81.3% | -7.2% | +88.4% | +80.1% |
| 5Y | +80.1% | -22.2% | +102.3% | +82.1% |
| 10Y | +200.9% | +63.6% | +137.3% | +158.6% |
| All | +691.5% | +4,284.7% | -3,593.2% | +381.7% |
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