+238.2%
HL vs AEP
+63.6%
+174.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -5.6% | -1.0% | -4.6% | -5.2% |
| 30D | +12.7% | -0.1% | +12.8% | +12.8% |
| 3M | +42.5% | -3.2% | +45.7% | +44.1% |
| 6M | -9.0% | -5.3% | -3.7% | -7.4% |
| YTD | +4.4% | +9.5% | -5.1% | -1.5% |
| 1Y | +82.7% | +17.5% | +65.2% | +65.4% |
| 3Y | +406.3% | +77.0% | +329.3% | +235.1% |
| 5Y | +238.2% | +66.4% | +171.8% | +147.0% |
| All | +238.2% | +63.6% | +174.6% | +147.0% |
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