+340.8%
HPE vs AIG
+52.4%
+288.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.6% |
| 30D | +1.5% | -2.9% | +4.5% | +2.9% |
| 3M | +21.7% | +0.8% | +21.0% | +20.2% |
| 6M | +164.2% | -2.7% | +166.8% | +164.0% |
| YTD | +132.1% | -11.2% | +143.2% | +143.1% |
| 1Y | +130.6% | -1.5% | +132.2% | +127.0% |
| 3Y | +244.1% | +34.4% | +209.8% | +176.4% |
| 5Y | +340.8% | +54.4% | +286.4% | +211.0% |
| All | +340.8% | +52.4% | +288.4% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling