-4.0%
AEP vs HUM
+126.5%
-130.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +1.5% | +3.7% | -2.2% | +1.7% |
| 3M | -1.7% | +10.4% | -12.1% | -0.9% |
| 6M | -4.0% | +125.7% | -129.8% | +2.7% |
| All | -4.0% | +126.5% | -130.5% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling