+191.5%
AEP vs HWM
+1,278.2%
-1,086.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.8% |
| 7D | +0.7% | +5.0% | -4.2% | +0.2% |
| 30D | +4.8% | +1.5% | +3.3% | +4.4% |
| 3M | +5.4% | -20.3% | +25.7% | +7.7% |
| 6M | +0.4% | -18.0% | +18.4% | +2.1% |
| YTD | +15.5% | +9.5% | +6.0% | +13.5% |
| 1Y | +8.5% | +7.5% | +1.1% | +6.8% |
| 3Y | +84.6% | +355.7% | -271.0% | +49.8% |
| 5Y | +86.9% | +610.2% | -523.3% | +42.4% |
| 10Y | +205.1% | +1,516.8% | -1,311.6% | +108.0% |
| All | +191.5% | +1,278.2% | -1,086.6% | +98.8% |
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