+5.8%
HD vs AEP
+77.9%
-72.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | -2.8% | +7.2% | +5.4% |
| 30D | +20.2% | +3.6% | +16.5% | +18.7% |
| 3M | -1.0% | +1.8% | -2.8% | -1.7% |
| 6M | +7.9% | -3.1% | +11.0% | +8.9% |
| YTD | +2.0% | +12.2% | -10.3% | -2.4% |
| 1Y | -4.3% | +9.1% | -13.4% | -7.6% |
| 3Y | +25.9% | +77.9% | -52.0% | -1.7% |
| All | +5.8% | +77.9% | -72.1% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling