+563.1%
HPE vs AIG
+66.2%
+496.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.0% | +12.2% |
| 7D | +19.4% | -1.2% | +20.6% | +20.1% |
| 30D | +5.6% | -1.1% | +6.7% | +6.1% |
| 3M | +33.1% | +0.7% | +32.4% | +31.6% |
| 6M | +192.5% | -2.2% | +194.6% | +191.6% |
| YTD | +160.9% | -10.8% | +171.8% | +172.3% |
| 1Y | +155.0% | -2.0% | +157.0% | +152.1% |
| 3Y | +289.4% | +34.8% | +254.6% | +219.4% |
| 5Y | +395.7% | +55.0% | +340.6% | +271.0% |
| All | +563.1% | +66.2% | +496.9% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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