+210.2%
HD vs AEP
+170.1%
+40.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -10.8% | +1.5% | -12.3% | -11.5% |
| 3M | -2.7% | -1.7% | -1.0% | -2.2% |
| 6M | -10.3% | -4.0% | -6.2% | -9.0% |
| YTD | -7.8% | +10.6% | -18.4% | -11.9% |
| 1Y | -23.1% | +18.6% | -41.8% | -28.9% |
| 3Y | +2.0% | +78.7% | -76.7% | -22.4% |
| 5Y | +6.2% | +65.1% | -58.9% | -17.1% |
| 10Y | +210.2% | +177.7% | +32.4% | +123.3% |
| All | +210.2% | +170.1% | +40.1% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling