+151.8%
HYG vs AEP
+436.1%
-284.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.7% | -1.0% | +0.2% | -0.5% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | +0.4% | -3.2% | +3.6% | +1.0% |
| 6M | +1.2% | -5.3% | +6.5% | +2.1% |
| YTD | +1.5% | +9.5% | -8.1% | -0.8% |
| 1Y | +3.2% | +17.5% | -14.3% | -0.8% |
| 3Y | +25.9% | +77.0% | -51.1% | +9.6% |
| 5Y | +18.6% | +66.4% | -47.8% | +3.8% |
| 10Y | +55.8% | +175.1% | -119.3% | +18.1% |
| All | +151.8% | +436.1% | -284.3% | +38.5% |
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 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