+66.4%
AEP vs HRB
+109.9%
-43.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.0% | -12.2% | +11.2% | +0.3% |
| 30D | -0.1% | -3.0% | +2.9% | -0.1% |
| 3M | -3.2% | +21.7% | -24.9% | -5.7% |
| 6M | -5.3% | +52.3% | -57.6% | -10.5% |
| YTD | +9.5% | +6.5% | +3.0% | +9.0% |
| 1Y | +17.5% | -6.7% | +24.2% | +19.2% |
| 3Y | +77.0% | +25.1% | +51.9% | +68.3% |
| 5Y | +66.4% | +113.8% | -47.4% | +49.4% |
| All | +66.4% | +109.9% | -43.5% | +49.4% |
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