+16.9%
HON vs AEP
+76.9%
-60.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | -11.9% | -0.1% | -11.8% | -11.9% |
| 3M | -6.1% | -3.2% | -2.9% | -5.3% |
| 6M | -19.2% | -5.3% | -13.9% | -18.2% |
| YTD | +0.2% | +9.5% | -9.4% | -2.1% |
| 1Y | -1.5% | +17.5% | -19.0% | -5.7% |
| All | +16.9% | +76.9% | -60.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling