+89.6%
HPE vs AEP
+8.4%
+81.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -12.2% |
| 7D | -25.0% | -2.0% | -23.0% | -25.3% |
| 30D | -37.3% | +4.2% | -41.5% | -36.6% |
| 3M | -16.8% | +1.0% | -17.8% | -16.6% |
| 6M | +47.8% | -6.1% | +53.9% | +42.8% |
| YTD | +86.0% | +12.5% | +73.6% | +92.8% |
| 1Y | +89.6% | +9.1% | +80.5% | +95.4% |
| All | +89.6% | +8.4% | +81.2% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling