+170.5%
AEP vs HIG
+313.7%
-143.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.9% | -1.5% | +0.5% | -0.6% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | -3.3% | +6.7% | -9.9% | -4.6% |
| 6M | -4.6% | +2.0% | -6.6% | -5.1% |
| YTD | +9.4% | +0.3% | +9.1% | +9.1% |
| 1Y | +16.9% | +4.2% | +12.7% | +15.7% |
| 3Y | +76.6% | +102.2% | -25.6% | +53.1% |
| 5Y | +66.2% | +118.5% | -52.3% | +41.1% |
| All | +170.5% | +313.7% | -143.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling