+210.2%
HD vs AEE
+186.8%
+23.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | -10.8% | 0.0% | -10.8% | -10.9% |
| 3M | -2.7% | -0.9% | -1.8% | -2.4% |
| 6M | -10.3% | -2.4% | -7.9% | -9.5% |
| YTD | -7.8% | +8.6% | -16.5% | -11.4% |
| 1Y | -23.1% | +10.2% | -33.3% | -26.7% |
| 3Y | +2.0% | +47.8% | -45.8% | -15.9% |
| 5Y | +6.2% | +40.1% | -33.9% | -11.1% |
| 10Y | +210.2% | +195.0% | +15.1% | +125.5% |
| All | +210.2% | +186.8% | +23.4% | +125.5% |
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