+370.2%
HPE vs AEIS
+233.3%
+136.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.6% |
| 7D | +13.6% | +6.5% | +7.2% | +10.6% |
| 30D | +7.7% | -9.2% | +16.9% | +11.8% |
| 3M | +22.4% | -8.3% | +30.7% | +24.2% |
| 6M | +172.6% | -6.3% | +178.9% | +168.5% |
| YTD | +147.5% | +36.5% | +111.0% | +101.2% |
| 1Y | +151.8% | +84.8% | +67.0% | +73.9% |
| 3Y | +267.1% | +176.6% | +90.5% | +99.9% |
| All | +370.2% | +233.3% | +136.9% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling