+86.2%
AEP vs HUBB
+126.3%
-40.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.9% | +1.8% | +1.1% | +2.7% |
| 30D | +3.2% | -7.7% | +10.9% | +3.8% |
| 3M | +3.8% | -13.6% | +17.4% | +4.9% |
| 6M | +2.5% | -9.1% | +11.6% | +3.0% |
| YTD | +15.5% | -0.7% | +16.2% | +14.9% |
| 1Y | +9.6% | +1.1% | +8.5% | +8.8% |
| 3Y | +91.2% | +56.2% | +35.0% | +71.7% |
| All | +86.2% | +126.3% | -40.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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