+200.9%
AEP vs HWM
+1,599.0%
-1,398.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +4.1% | -2.7% | +6.8% | +4.2% |
| 3M | +4.1% | -22.7% | +26.8% | +6.7% |
| 6M | -1.0% | -18.9% | +17.9% | +0.8% |
| YTD | +13.4% | +7.1% | +6.3% | +11.6% |
| 1Y | +6.7% | +4.7% | +2.0% | +5.3% |
| 3Y | +81.3% | +345.6% | -264.3% | +47.1% |
| 5Y | +80.1% | +588.3% | -508.2% | +37.2% |
| 10Y | +200.9% | +1,516.2% | -1,315.3% | +96.9% |
| All | +200.9% | +1,599.0% | -1,398.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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