+704.2%
AEP vs HDB
+4,239.1%
-3,534.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +2.5% | +4.1% | -1.6% | +1.8% |
| 30D | +3.4% | +13.0% | -9.6% | +1.2% |
| 3M | +4.2% | +11.3% | -7.0% | +2.1% |
| 6M | -0.8% | +6.9% | -7.7% | -2.4% |
| YTD | +15.2% | -29.6% | +44.9% | +21.3% |
| 1Y | +8.3% | -29.5% | +37.8% | +14.0% |
| 3Y | +84.2% | -8.1% | +92.3% | +83.3% |
| 5Y | +87.8% | -23.4% | +111.2% | +90.4% |
| 10Y | +204.4% | +62.9% | +141.5% | +161.8% |
| All | +704.2% | +4,239.1% | -3,534.9% | +390.3% |
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