+563.1%
HPE vs AEIS
+562.2%
+0.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.9% | +7.5% | +10.5% |
| 7D | +19.4% | +2.3% | +17.1% | +18.6% |
| 30D | +5.6% | -14.8% | +20.4% | +12.2% |
| 3M | +33.1% | -15.6% | +48.6% | +40.0% |
| 6M | +192.5% | -8.7% | +201.2% | +193.9% |
| YTD | +160.9% | +37.3% | +123.6% | +120.3% |
| 1Y | +155.0% | +80.3% | +74.6% | +90.9% |
| 3Y | +289.4% | +177.9% | +111.5% | +139.5% |
| 5Y | +395.7% | +235.8% | +159.8% | +177.1% |
| All | +563.1% | +562.2% | +0.9% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling