+1,152.4%
AEP vs HIG
+980.5%
+171.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | +0.5% | -4.9% | +5.4% | +1.1% |
| 3M | -0.3% | +6.8% | -7.1% | -1.1% |
| 6M | -3.5% | -1.7% | -1.8% | -3.3% |
| YTD | +11.3% | -0.2% | +11.5% | +11.2% |
| 1Y | +20.2% | +5.7% | +14.5% | +19.3% |
| 3Y | +79.8% | +100.3% | -20.5% | +64.8% |
| 5Y | +65.6% | +118.5% | -52.9% | +49.6% |
| 10Y | +169.3% | +309.7% | -140.4% | +120.8% |
| All | +1,152.4% | +980.5% | +171.9% | +604.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling