+5,596.8%
HON vs AEP
+2,240.6%
+3,356.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -0.8% | +2.0% | -2.8% | -1.6% |
| 30D | -15.2% | +0.5% | -15.7% | -15.4% |
| 3M | -6.0% | -0.3% | -5.7% | -6.0% |
| 6M | -14.9% | -3.5% | -11.4% | -14.0% |
| YTD | +3.2% | +11.3% | -8.1% | -1.7% |
| 1Y | 0.0% | +20.2% | -20.2% | -7.9% |
| 3Y | +21.5% | +79.8% | -58.3% | -6.7% |
| 5Y | +4.0% | +65.6% | -61.5% | -18.0% |
| 10Y | +138.4% | +169.3% | -30.9% | +49.9% |
| All | +5,596.8% | +2,240.6% | +3,356.3% | +1,248.8% |
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