+155.0%
HPE vs AEP
+17.4%
+137.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.6% | +12.4% |
| 7D | +19.4% | -0.9% | +20.3% | +19.2% |
| 30D | +5.6% | -1.1% | +6.7% | +5.4% |
| 3M | +33.1% | -3.3% | +36.3% | +31.2% |
| 6M | +192.5% | -4.6% | +197.1% | +186.0% |
| YTD | +160.9% | +9.4% | +151.5% | +159.3% |
| 1Y | +155.0% | +16.9% | +138.0% | +152.8% |
| All | +155.0% | +17.4% | +137.6% | +152.8% |
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 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