+16.9%
AEP vs HRB
-6.2%
+23.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.9% | -8.0% | +7.1% | -1.2% |
| 30D | -1.1% | -16.0% | +14.9% | -1.5% |
| 3M | -3.3% | +26.9% | -30.1% | -2.5% |
| 6M | -4.6% | +51.1% | -55.8% | -2.8% |
| YTD | +9.4% | +7.1% | +2.4% | +10.2% |
| 1Y | +16.9% | -9.6% | +26.6% | +17.9% |
| All | +16.9% | -6.2% | +23.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling