+72.8%
HCA vs AEE
+38.7%
+34.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | -0.8% | +6.2% | +5.8% |
| 30D | +3.0% | -2.9% | +5.9% | +4.3% |
| 3M | +13.0% | -2.4% | +15.4% | +14.1% |
| 6M | -20.3% | -2.7% | -17.6% | -19.4% |
| YTD | -8.2% | +7.3% | -15.5% | -11.5% |
| 1Y | +6.7% | +7.5% | -0.9% | +2.7% |
| 3Y | +60.4% | +46.2% | +14.2% | +31.4% |
| All | +72.8% | +38.7% | +34.1% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling