+41.1%
HPQ vs AEE
+38.5%
+2.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.3% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | +13.7% | -2.0% | +15.7% | +14.1% |
| 3M | +33.9% | -2.8% | +36.7% | +34.5% |
| 6M | +80.9% | -3.6% | +84.5% | +81.9% |
| YTD | +52.6% | +7.3% | +45.3% | +49.1% |
| 1Y | +21.2% | +8.7% | +12.5% | +18.0% |
| 3Y | +26.9% | +46.0% | -19.1% | +11.0% |
| 5Y | +41.1% | +39.8% | +1.4% | +23.3% |
| All | +41.1% | +38.5% | +2.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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