+677.7%
HPE vs AEM
+742.7%
-65.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.2% | +7.9% |
| 7D | +10.1% | +4.3% | +5.8% | +9.8% |
| 30D | +5.3% | +13.1% | -7.8% | +4.2% |
| 3M | +12.7% | +24.8% | -12.1% | +10.5% |
| 6M | +167.7% | -8.2% | +175.9% | +167.2% |
| YTD | +135.5% | +19.8% | +115.6% | +131.4% |
| 1Y | +143.4% | +32.1% | +111.3% | +137.5% |
| 3Y | +249.2% | +348.2% | -99.0% | +216.8% |
| 5Y | +343.8% | +297.5% | +46.4% | +301.7% |
| 10Y | +495.9% | +343.3% | +152.6% | +432.7% |
| All | +677.7% | +742.7% | -65.0% | +546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling