+132.3%
HON vs AEP
+174.9%
-42.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.5% | -0.9% | -2.5% | -3.1% |
| 30D | -13.8% | -1.1% | -12.7% | -13.4% |
| 3M | -11.7% | -3.3% | -8.4% | -10.6% |
| 6M | -18.7% | -4.6% | -14.1% | -17.5% |
| YTD | +0.2% | +9.4% | -9.2% | -3.6% |
| 1Y | -3.1% | +16.9% | -20.0% | -9.5% |
| 3Y | +17.0% | +76.6% | -59.7% | -9.3% |
| 5Y | +2.0% | +66.2% | -64.2% | -19.5% |
| All | +132.3% | +174.9% | -42.6% | +68.4% |
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