+133.9%
HL vs AEP
+16.1%
+117.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +1.5% | +1.8% | -0.3% | +1.5% |
| 30D | +25.1% | -0.8% | +25.9% | +25.1% |
| 3M | +22.9% | -1.8% | +24.7% | +23.0% |
| 6M | -4.9% | -5.4% | +0.5% | -5.1% |
| YTD | +7.8% | +10.4% | -2.6% | +9.9% |
| 1Y | +133.9% | +18.2% | +115.7% | +151.8% |
| All | +133.9% | +16.1% | +117.8% | +151.8% |
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 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