+2,214.6%
AEP vs HRB
+3,357.9%
-1,143.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.5% |
| 7D | +1.8% | -5.7% | +7.5% | +2.8% |
| 30D | -0.8% | +7.9% | -8.7% | -2.5% |
| 3M | -1.8% | +32.1% | -34.0% | -7.2% |
| 6M | -5.4% | +62.2% | -67.6% | -14.7% |
| YTD | +10.4% | +16.4% | -6.0% | +5.5% |
| 1Y | +18.2% | -0.3% | +18.4% | +15.9% |
| 3Y | +79.0% | +36.0% | +42.9% | +63.4% |
| 5Y | +64.8% | +125.2% | -60.4% | +34.4% |
| 10Y | +170.8% | +237.7% | -66.8% | +92.0% |
| All | +2,214.6% | +3,357.9% | -1,143.3% | +866.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling