+57.4%
HL vs AEP
+2,240.6%
-2,183.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +7.1% | +2.0% | +5.1% | +6.4% |
| 30D | +21.4% | +0.5% | +20.9% | +21.2% |
| 3M | +37.4% | -0.3% | +37.7% | +37.3% |
| 6M | +0.4% | -3.5% | +3.9% | +1.1% |
| YTD | +6.7% | +11.3% | -4.6% | +2.3% |
| 1Y | +102.4% | +20.2% | +82.1% | +88.8% |
| 3Y | +417.4% | +79.8% | +337.6% | +317.9% |
| 5Y | +243.3% | +65.6% | +177.8% | +185.5% |
| 10Y | +242.6% | +169.3% | +73.3% | +141.9% |
| All | +57.4% | +2,240.6% | -2,183.1% | +11.8% |
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