+10.8%
HD vs AEP
+65.1%
-54.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | +1.8% | -3.8% | -2.6% |
| 30D | -8.4% | -0.8% | -7.6% | -8.2% |
| 3M | +4.3% | -1.8% | +6.2% | +4.9% |
| 6M | -11.1% | -5.4% | -5.8% | -9.6% |
| YTD | -4.7% | +10.4% | -15.1% | -8.1% |
| 1Y | -19.8% | +18.2% | -38.0% | -24.8% |
| 3Y | +4.1% | +79.0% | -74.9% | -18.3% |
| All | +10.8% | +65.1% | -54.3% | -7.6% |
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