+33,321.4%
HD vs AEP
+2,261.3%
+31,060.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | -2.8% | +7.2% | +5.5% |
| 30D | +20.2% | +3.6% | +16.5% | +18.5% |
| 3M | -1.0% | +1.8% | -2.8% | -1.8% |
| 6M | +7.9% | -3.1% | +11.0% | +9.0% |
| YTD | +2.0% | +12.2% | -10.3% | -2.8% |
| 1Y | -4.3% | +9.1% | -13.4% | -7.9% |
| 3Y | +25.9% | +77.9% | -52.0% | -1.2% |
| 5Y | +5.8% | +78.1% | -72.3% | -17.7% |
| 10Y | +262.5% | +187.8% | +74.7% | +131.1% |
| All | +33,321.4% | +2,261.3% | +31,060.1% | +6,383.9% |
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