+621.7%
HPE vs AEP
+213.3%
+408.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -0.6% | +1.8% | -2.4% | -0.9% |
| 30D | -2.3% | -0.8% | -1.5% | -2.2% |
| 3M | -2.9% | -1.8% | -1.0% | -2.8% |
| 6M | +143.6% | -5.4% | +148.9% | +145.2% |
| YTD | +118.5% | +10.4% | +108.1% | +112.6% |
| 1Y | +129.2% | +18.2% | +111.0% | +119.4% |
| 3Y | +212.5% | +79.0% | +133.6% | +161.6% |
| 5Y | +286.9% | +64.8% | +222.1% | +229.8% |
| 10Y | +432.3% | +170.8% | +261.5% | +300.0% |
| All | +621.7% | +213.3% | +408.4% | +375.1% |
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