+18.7%
AEM vs HUBB
-4.0%
+22.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.5% | +12.1% | +10.5% |
| 7D | +0.2% | +0.2% | 0.0% | -0.1% |
| 30D | +0.1% | -8.8% | +8.9% | +3.4% |
| 3M | +22.1% | -12.5% | +34.5% | +28.0% |
| 6M | +2.4% | -14.5% | +17.0% | +7.6% |
| YTD | +8.9% | -0.4% | +9.4% | +4.1% |
| 1Y | +18.7% | -3.4% | +22.1% | +16.5% |
| All | +18.7% | -4.0% | +22.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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