+7.5%
AEE vs HRB
-6.2%
+13.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -0.8% | -8.0% | +7.3% | -0.9% |
| 30D | -2.9% | -16.0% | +13.0% | -3.2% |
| 3M | -2.4% | +26.9% | -29.3% | -1.6% |
| 6M | -2.7% | +51.1% | -53.8% | -0.8% |
| YTD | +7.3% | +7.1% | +0.2% | +7.5% |
| 1Y | +7.5% | -9.6% | +17.2% | +8.8% |
| All | +7.5% | -6.2% | +13.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling