+439.4%
HIG vs AEE
+807.2%
-367.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | -1.2% | -2.0% | +0.8% | +0.1% |
| 3M | +6.3% | -2.8% | +9.1% | +8.1% |
| 6M | +0.6% | -3.6% | +4.2% | +2.6% |
| YTD | +0.6% | +7.3% | -6.7% | -5.1% |
| 1Y | +6.1% | +8.7% | -2.6% | -1.1% |
| 3Y | +102.0% | +46.0% | +56.0% | +49.2% |
| 5Y | +119.2% | +39.8% | +79.4% | +62.8% |
| 10Y | +312.5% | +191.4% | +121.1% | +53.4% |
| All | +439.4% | +807.2% | -367.8% | -22.2% |
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