+340.8%
HPE vs AEE
+38.5%
+302.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -6.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +1.5% | -2.0% | +3.5% | +1.8% |
| 3M | +21.7% | -2.8% | +24.6% | +21.7% |
| 6M | +164.2% | -3.6% | +167.7% | +164.1% |
| YTD | +132.1% | +7.3% | +124.7% | +127.3% |
| 1Y | +130.6% | +8.7% | +121.9% | +125.1% |
| 3Y | +244.1% | +46.0% | +198.1% | +211.8% |
| 5Y | +340.8% | +39.8% | +301.0% | +296.9% |
| All | +340.8% | +38.5% | +302.3% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling