-7.9%
HDB vs AEE
+63.2%
-71.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | +13.0% | +8.8% | +4.1% | +10.9% |
| 3M | +11.3% | +5.1% | +6.2% | +10.0% |
| 6M | +6.9% | +5.2% | +1.8% | +5.5% |
| YTD | -29.6% | +16.1% | -45.7% | -32.2% |
| 1Y | -29.5% | +10.4% | -40.0% | -31.3% |
| All | -7.9% | +63.2% | -71.1% | -19.5% |
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