+66.7%
HDB vs AEE
+222.5%
-155.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | +14.1% | +9.7% | +4.4% | +10.5% |
| 3M | +11.8% | +5.9% | +5.9% | +9.5% |
| 6M | +8.2% | +6.7% | +1.5% | +5.4% |
| YTD | -29.3% | +17.4% | -46.7% | -33.6% |
| 1Y | -28.8% | +12.7% | -41.4% | -32.1% |
| 3Y | -7.5% | +68.2% | -75.7% | -24.9% |
| 5Y | -23.1% | +57.3% | -80.4% | -36.9% |
| All | +66.7% | +222.5% | -155.8% | +19.7% |
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 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