+2,807.7%
HD vs AEE
+813.9%
+1,993.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -8.4% | -2.3% | -6.1% | -7.5% |
| 3M | +4.3% | +0.2% | +4.1% | +4.1% |
| 6M | -11.1% | -4.7% | -6.4% | -9.3% |
| YTD | -4.7% | +8.1% | -12.8% | -8.3% |
| 1Y | -19.8% | +8.5% | -28.4% | -23.1% |
| 3Y | +4.1% | +48.9% | -44.8% | -15.0% |
| 5Y | +10.3% | +39.9% | -29.6% | -8.3% |
| 10Y | +203.2% | +186.5% | +16.6% | +76.1% |
| All | +2,807.7% | +813.9% | +1,993.9% | +814.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling