+68.0%
AEP vs HIG
+118.4%
-50.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +1.5% | -2.8% | +4.3% | +2.3% |
| 3M | -1.7% | +6.3% | -8.0% | -3.7% |
| 6M | -4.0% | -0.1% | -3.9% | -4.3% |
| YTD | +10.6% | +0.4% | +10.2% | +10.1% |
| 1Y | +18.6% | +6.2% | +12.4% | +15.9% |
| 3Y | +78.7% | +101.6% | -22.9% | +43.1% |
| All | +68.0% | +118.4% | -50.4% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling