+2,319.9%
AEP vs HUBB
+144,634.5%
-142,314.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.9% | +1.8% | +1.1% | +2.9% |
| 30D | +3.2% | -7.7% | +10.9% | +3.2% |
| 3M | +3.8% | -13.6% | +17.4% | +3.9% |
| 6M | +2.5% | -9.1% | +11.6% | +2.6% |
| YTD | +15.5% | -0.7% | +16.2% | +15.4% |
| 1Y | +9.6% | +1.1% | +8.5% | +9.6% |
| 3Y | +91.2% | +56.2% | +35.0% | +90.4% |
| 5Y | +88.2% | +126.6% | -38.4% | +86.9% |
| 10Y | +205.1% | +384.6% | -179.5% | +201.5% |
| All | +2,319.9% | +144,634.5% | -142,314.6% | +2,228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling