+28.9%
HD vs AEE
+57.9%
-29.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +4.3% | +2.1% | +2.2% | +3.5% |
| 30D | +20.2% | +11.4% | +8.8% | +15.5% |
| 3M | -1.0% | +5.0% | -6.0% | -2.9% |
| 6M | +7.9% | +4.4% | +3.5% | +6.0% |
| YTD | +2.0% | +15.4% | -13.4% | -3.2% |
| 1Y | -4.3% | +13.8% | -18.1% | -8.7% |
| All | +28.9% | +57.9% | -29.0% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling