+677.7%
HPE vs AEIS
+972.7%
-295.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.8% | +5.0% | +6.7% |
| 7D | +10.1% | +8.1% | +2.0% | +6.9% |
| 30D | +5.3% | -11.1% | +16.4% | +9.8% |
| 3M | +12.7% | -5.6% | +18.3% | +13.2% |
| 6M | +167.7% | -0.6% | +168.3% | +159.7% |
| YTD | +135.5% | +38.0% | +97.4% | +98.2% |
| 1Y | +143.4% | +87.2% | +56.2% | +79.4% |
| 3Y | +249.2% | +179.7% | +69.5% | +114.2% |
| 5Y | +343.8% | +241.7% | +102.1% | +146.5% |
| 10Y | +495.9% | +547.2% | -51.3% | +119.7% |
| All | +677.7% | +972.7% | -295.0% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling