+55.7%
HAS vs AEE
+185.4%
-129.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | -2.7% | -1.2% | -1.5% | -2.3% |
| 3M | +8.9% | +1.0% | +7.9% | +8.2% |
| 6M | -2.9% | -2.3% | -0.6% | -2.3% |
| YTD | +12.6% | +9.1% | +3.5% | +8.3% |
| 1Y | +17.5% | +10.6% | +6.9% | +12.1% |
| 3Y | +46.2% | +48.5% | -2.3% | +22.0% |
| 5Y | +12.6% | +39.9% | -27.3% | -4.8% |
| 10Y | +55.7% | +185.7% | -130.0% | +10.9% |
| All | +55.7% | +185.4% | -129.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling