+3,196.3%
HPQ vs AEP
+2,201.6%
+994.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -0.9% | +10.7% | +10.1% |
| 30D | +22.4% | -1.1% | +23.4% | +22.7% |
| 3M | +45.2% | -3.3% | +48.4% | +46.5% |
| 6M | +96.4% | -4.6% | +101.1% | +98.4% |
| YTD | +65.4% | +9.4% | +56.0% | +59.3% |
| 1Y | +31.6% | +16.9% | +14.6% | +23.6% |
| 3Y | +37.0% | +76.6% | -39.6% | +9.7% |
| 5Y | +53.0% | +66.2% | -13.2% | +24.1% |
| 10Y | +257.2% | +174.7% | +82.5% | +137.7% |
| All | +3,196.3% | +2,201.6% | +994.7% | +741.9% |
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