+4,211.8%
HDB vs AEE
+737.3%
+3,474.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +2.7% | +1.7% | +1.0% | +1.8% |
| 30D | +14.1% | +9.7% | +4.4% | +8.3% |
| 3M | +11.8% | +5.9% | +5.9% | +8.2% |
| 6M | +8.2% | +6.7% | +1.5% | +3.7% |
| YTD | -29.3% | +17.4% | -46.7% | -36.0% |
| 1Y | -28.8% | +12.7% | -41.4% | -34.0% |
| 3Y | -7.5% | +68.2% | -75.7% | -33.5% |
| 5Y | -23.1% | +57.3% | -80.4% | -44.1% |
| 10Y | +63.7% | +220.6% | -156.9% | -31.4% |
| All | +4,211.8% | +737.3% | +3,474.5% | +1,059.3% |
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