+2,217.8%
AEP vs HUM
+5,540.8%
-3,323.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +1.5% | +3.7% | -2.2% | +1.1% |
| 3M | -1.7% | +10.4% | -12.1% | -2.9% |
| 6M | -4.0% | +125.7% | -129.8% | -12.6% |
| YTD | +10.6% | +57.3% | -46.7% | +4.3% |
| 1Y | +18.6% | +48.6% | -30.0% | +12.2% |
| 3Y | +78.7% | -11.3% | +90.0% | +75.8% |
| 5Y | +65.1% | +0.8% | +64.3% | +58.8% |
| 10Y | +177.7% | +146.7% | +31.1% | +139.4% |
| All | +2,217.8% | +5,540.8% | -3,323.0% | +1,266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling