+170.5%
AEP vs HUM
+152.7%
+17.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.2% |
| 30D | -1.1% | +5.4% | -6.5% | -1.7% |
| 3M | -3.3% | +11.4% | -14.7% | -4.8% |
| 6M | -4.6% | +141.5% | -146.1% | -15.8% |
| YTD | +9.4% | +61.2% | -51.8% | +1.6% |
| 1Y | +16.9% | +49.2% | -32.2% | +9.4% |
| 3Y | +76.6% | -9.0% | +85.7% | +76.5% |
| 5Y | +66.2% | +7.2% | +59.0% | +57.3% |
| All | +170.5% | +152.7% | +17.8% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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