+817.9%
AEE vs HRB
+989.5%
-171.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.0% | +0.8% |
| 7D | +0.3% | -5.7% | +6.0% | +1.4% |
| 30D | -2.3% | +7.9% | -10.2% | -4.0% |
| 3M | +0.2% | +32.1% | -31.9% | -5.5% |
| 6M | -4.7% | +62.2% | -67.0% | -14.5% |
| YTD | +8.1% | +16.4% | -8.3% | +3.1% |
| 1Y | +8.5% | -0.3% | +8.8% | +6.5% |
| 3Y | +48.9% | +36.0% | +12.9% | +35.3% |
| 5Y | +39.9% | +125.2% | -85.3% | +12.8% |
| 10Y | +186.5% | +237.7% | -51.1% | +99.4% |
| All | +817.9% | +989.5% | -171.7% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling