+86.2%
AEP vs HRB
+140.6%
-54.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.9% | -5.1% | +8.0% | +3.4% |
| 30D | +3.2% | +8.7% | -5.5% | +2.3% |
| 3M | +3.8% | -5.4% | +9.2% | +4.2% |
| 6M | +2.5% | +41.6% | -39.1% | -1.9% |
| YTD | +15.5% | +18.7% | -3.2% | +13.5% |
| 1Y | +9.6% | +16.4% | -6.8% | +8.0% |
| 3Y | +91.2% | +22.0% | +69.2% | +83.9% |
| All | +86.2% | +140.6% | -54.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling