-23.1%
HD vs AEP
+19.8%
-42.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.8% | +0.9% | -2.7% | -2.0% |
| 30D | -10.8% | +1.5% | -12.3% | -11.2% |
| 3M | -2.7% | -1.7% | -1.0% | -2.2% |
| 6M | -10.3% | -4.0% | -6.2% | -9.6% |
| YTD | -7.8% | +10.6% | -18.4% | -7.5% |
| 1Y | -23.1% | +18.6% | -41.8% | -22.0% |
| All | -23.1% | +19.8% | -42.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling