+31,139.8%
HD vs AEP
+2,223.4%
+28,916.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | +1.8% | -3.8% | -2.7% |
| 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% | -9.4% |
| YTD | -4.7% | +10.4% | -15.1% | -8.6% |
| 1Y | -19.8% | +18.2% | -38.0% | -25.3% |
| 3Y | +4.1% | +79.0% | -74.9% | -18.6% |
| 5Y | +10.3% | +64.8% | -54.5% | -11.7% |
| 10Y | +203.2% | +170.8% | +32.3% | +97.6% |
| All | +31,139.8% | +2,223.4% | +28,916.4% | +5,999.8% |
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