+256.9%
HL vs AEP
+174.9%
+82.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -0.9% | -3.4% | -4.0% |
| 30D | +9.3% | -1.1% | +10.4% | +9.8% |
| 3M | +32.0% | -3.3% | +35.3% | +33.5% |
| 6M | -6.4% | -4.6% | -1.8% | -5.1% |
| YTD | +3.1% | +9.4% | -6.3% | -1.8% |
| 1Y | +77.6% | +16.9% | +60.6% | +63.6% |
| 3Y | +392.8% | +76.6% | +316.2% | +264.8% |
| 5Y | +234.1% | +66.2% | +167.9% | +156.7% |
| All | +256.9% | +174.9% | +82.0% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling