+243.8%
HPQ vs AEP
+174.9%
+69.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -0.9% | +10.7% | +10.0% |
| 30D | +22.4% | -1.1% | +23.4% | +22.6% |
| 3M | +45.2% | -3.3% | +48.4% | +46.2% |
| 6M | +96.4% | -4.6% | +101.1% | +98.0% |
| YTD | +65.4% | +9.4% | +56.0% | +60.1% |
| 1Y | +31.6% | +16.9% | +14.6% | +24.5% |
| 3Y | +37.0% | +76.6% | -39.6% | +11.1% |
| 5Y | +53.0% | +66.2% | -13.2% | +26.1% |
| All | +243.8% | +174.9% | +69.0% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling