+677.7%
HPE vs AEE
+235.8%
+441.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.8% | +7.5% |
| 7D | +10.1% | +1.3% | +8.8% | +9.8% |
| 30D | +5.3% | -1.2% | +6.5% | +5.7% |
| 3M | +12.7% | +1.0% | +11.7% | +11.8% |
| 6M | +167.7% | -2.3% | +169.9% | +167.6% |
| YTD | +135.5% | +9.1% | +126.3% | +127.0% |
| 1Y | +143.4% | +10.6% | +132.8% | +133.2% |
| 3Y | +249.2% | +48.5% | +200.7% | +197.5% |
| 5Y | +343.8% | +39.9% | +304.0% | +283.2% |
| 10Y | +495.9% | +185.7% | +310.2% | +323.4% |
| All | +677.7% | +235.8% | +441.9% | +397.2% |
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