+170.5%
AEP vs HUBS
+323.9%
-153.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.9% | -9.0% | +8.1% | -0.8% |
| 30D | -1.1% | +7.2% | -8.3% | -1.3% |
| 3M | -3.3% | +20.9% | -24.1% | -3.8% |
| 6M | -4.6% | -13.0% | +8.4% | -4.6% |
| YTD | +9.4% | -43.8% | +53.3% | +10.7% |
| 1Y | +16.9% | -54.6% | +71.6% | +19.0% |
| 3Y | +76.6% | -58.5% | +135.1% | +78.5% |
| 5Y | +66.2% | -66.4% | +132.6% | +65.4% |
| All | +170.5% | +323.9% | -153.4% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling