+768.7%
HBAN vs AEP
+2,226.6%
-1,457.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -5.5% | +1.5% | -7.0% | -6.2% |
| 3M | -0.2% | -1.7% | +1.4% | +0.3% |
| 6M | +5.2% | -4.0% | +9.2% | +6.7% |
| YTD | -2.3% | +10.6% | -12.9% | -7.0% |
| 1Y | -2.2% | +18.6% | -20.8% | -10.1% |
| 3Y | +73.8% | +78.7% | -4.9% | +30.9% |
| 5Y | +35.2% | +65.1% | -29.8% | +3.6% |
| 10Y | +155.4% | +177.7% | -22.4% | +50.2% |
| All | +768.7% | +2,226.6% | -1,457.9% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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