+563.1%
HPE vs AEM
+378.0%
+185.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.6% | +12.3% |
| 7D | +19.4% | -2.1% | +21.5% | +19.6% |
| 30D | +5.6% | +8.4% | -2.8% | +4.8% |
| 3M | +33.1% | +27.3% | +5.8% | +30.1% |
| 6M | +192.5% | -9.7% | +202.1% | +192.2% |
| YTD | +160.9% | +19.0% | +142.0% | +156.2% |
| 1Y | +155.0% | +31.5% | +123.5% | +148.4% |
| 3Y | +289.4% | +338.7% | -49.3% | +250.5% |
| 5Y | +395.7% | +307.4% | +88.2% | +344.2% |
| All | +563.1% | +378.0% | +185.1% | +498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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