-35.2%
AAL vs HPE
+278.3%
-313.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | +0.4% |
| 7D | -0.1% | +7.9% | -7.9% | -3.0% |
| 30D | +11.7% | -23.5% | +35.2% | +22.6% |
| 3M | -12.5% | -19.1% | +6.5% | -8.0% |
| 6M | +3.6% | +51.4% | -47.8% | -24.2% |
| YTD | -14.1% | +103.4% | -117.5% | -47.7% |
| 1Y | +0.8% | +114.4% | -113.6% | -40.6% |
| 3Y | +11.8% | +224.7% | -212.9% | -53.3% |
| All | -35.2% | +278.3% | -313.5% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 5y: compounded portfolio wealth divided by compounded HPE 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…
5y analysis · Full analysis span regression · 6 months rolling