+178.8%
AEP vs HWM
+1,494.1%
-1,315.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.0% |
| 30D | -0.8% | -11.0% | +10.2% | +0.4% |
| 3M | -1.8% | +4.0% | -5.9% | -2.4% |
| 6M | -5.4% | -0.2% | -5.1% | -5.7% |
| YTD | +10.4% | +26.7% | -16.2% | +7.1% |
| 1Y | +18.2% | +44.7% | -26.6% | +12.7% |
| 3Y | +79.0% | +426.1% | -347.1% | +43.3% |
| 5Y | +64.8% | +738.5% | -673.7% | +23.5% |
| All | +178.8% | +1,494.1% | -1,315.3% | +87.6% |
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