-2.6%
HD vs AEE
+12.4%
-14.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +5.2% | +3.0% | +2.2% | +3.6% |
| 30D | +20.7% | +11.2% | +9.5% | +14.6% |
| 3M | +0.8% | +7.0% | -6.2% | -2.7% |
| 6M | +12.2% | +5.7% | +6.5% | +8.5% |
| YTD | +4.2% | +16.2% | -12.0% | -3.4% |
| 1Y | -2.6% | +12.0% | -14.6% | -8.0% |
| All | -2.6% | +12.4% | -14.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling