+127.0%
HOOD vs AEP
+82.5%
+44.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +3.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.7% |
| 30D | -23.6% | +4.5% | -28.1% | -23.5% |
| 3M | -10.7% | +2.8% | -13.5% | -10.6% |
| 6M | +8.2% | -0.7% | +8.8% | +8.2% |
| YTD | -26.3% | +13.8% | -40.2% | -26.8% |
| 1Y | -36.1% | +9.0% | -45.0% | -36.3% |
| 3Y | +950.7% | +83.0% | +867.7% | +806.8% |
| 5Y | +127.0% | +83.3% | +43.8% | +117.0% |
| All | +127.0% | +82.5% | +44.5% | +117.0% |
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