+2,231.7%
AEP vs HUBB
+153,832.2%
-151,600.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.7% |
| 7D | +2.0% | +4.8% | -2.8% | +2.0% |
| 30D | +0.5% | -9.3% | +9.8% | +0.6% |
| 3M | -0.3% | -3.9% | +3.6% | -0.3% |
| 6M | -3.5% | -0.8% | -2.6% | -3.5% |
| YTD | +11.3% | +5.6% | +5.7% | +11.2% |
| 1Y | +20.2% | +7.7% | +12.5% | +20.1% |
| 3Y | +79.8% | +47.5% | +32.3% | +79.1% |
| 5Y | +65.6% | +153.7% | -88.1% | +64.4% |
| 10Y | +169.3% | +433.0% | -263.7% | +166.0% |
| All | +2,231.7% | +153,832.2% | -151,600.5% | +2,143.0% |
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