+3,079.0%
HD vs AEE
+882.7%
+2,196.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +5.2% | +3.0% | +2.2% | +3.8% |
| 30D | +20.7% | +11.2% | +9.5% | +15.0% |
| 3M | +0.8% | +7.0% | -6.2% | -2.3% |
| 6M | +12.2% | +5.7% | +6.5% | +9.3% |
| YTD | +4.2% | +16.2% | -12.0% | -3.0% |
| 1Y | -2.6% | +12.0% | -14.6% | -7.8% |
| 3Y | +30.0% | +63.4% | -33.4% | +2.0% |
| 5Y | +8.1% | +56.0% | -47.9% | -14.3% |
| 10Y | +247.2% | +217.4% | +29.8% | +93.1% |
| All | +3,079.0% | +882.7% | +2,196.3% | +868.0% |
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 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