+340.8%
HPE vs AEM
+294.2%
+46.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -5.8% |
| 7D | +1.4% | -5.0% | +6.5% | +2.2% |
| 30D | +1.5% | +8.5% | -6.9% | +0.3% |
| 3M | +21.7% | +29.3% | -7.5% | +17.0% |
| 6M | +164.2% | -12.9% | +177.1% | +164.6% |
| YTD | +132.1% | +16.8% | +115.3% | +125.3% |
| 1Y | +130.6% | +29.8% | +100.8% | +120.6% |
| 3Y | +244.1% | +336.7% | -92.6% | +180.9% |
| 5Y | +340.8% | +299.9% | +40.9% | +260.6% |
| All | +340.8% | +294.2% | +46.7% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling