+187.4%
AEP vs HWM
+1,230.5%
-1,043.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.6% | +0.9% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | +4.5% | -3.9% | +8.4% | +4.8% |
| 3M | +2.8% | -23.2% | +26.1% | +5.5% |
| 6M | -0.7% | -20.0% | +19.3% | +1.3% |
| YTD | +13.8% | +5.7% | +8.1% | +12.3% |
| 1Y | +9.0% | +4.9% | +4.1% | +7.5% |
| 3Y | +83.0% | +347.0% | -264.0% | +48.7% |
| 5Y | +83.3% | +563.0% | -479.7% | +40.7% |
| 10Y | +194.6% | +1,579.2% | -1,384.6% | +102.0% |
| All | +187.4% | +1,230.5% | -1,043.1% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling