+2,252.4%
AEP vs HST
+1,511.7%
+740.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | +3.6% | +10.7% | -7.1% | +2.1% |
| 3M | +1.8% | +6.3% | -4.5% | +0.8% |
| 6M | -3.1% | +19.0% | -22.1% | -5.7% |
| YTD | +12.2% | +47.0% | -34.8% | +5.9% |
| 1Y | +9.1% | +53.4% | -44.3% | +2.3% |
| 3Y | +77.9% | +78.0% | -0.1% | +61.6% |
| 5Y | +78.1% | +71.7% | +6.4% | +60.3% |
| 10Y | +187.8% | +146.2% | +41.6% | +134.9% |
| All | +2,252.4% | +1,511.7% | +740.6% | +1,251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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