+160.6%
HPE vs AAOX
-58.1%
+218.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.4% | +9.1% | +12.1% |
| 7D | +19.4% | -1.4% | +20.8% | +19.6% |
| 30D | +5.6% | -49.0% | +54.6% | +10.3% |
| 3M | +33.1% | -77.3% | +110.3% | +39.6% |
| All | +160.6% | -58.1% | +218.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 5y: compounded portfolio wealth divided by compounded AAOX 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…
5y analysis · Full analysis span regression · Available span rolling