+427.0%
HPQ vs AEE
+818.5%
-391.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | +2.2% | +1.1% | +1.2% | +1.8% |
| 30D | +9.7% | 0.0% | +9.7% | +9.7% |
| 3M | +32.7% | -0.9% | +33.6% | +32.9% |
| 6M | +77.7% | -2.4% | +80.1% | +78.4% |
| YTD | +51.0% | +8.6% | +42.3% | +45.1% |
| 1Y | +18.4% | +10.2% | +8.2% | +13.0% |
| 3Y | +25.6% | +47.8% | -22.3% | +4.5% |
| 5Y | +38.6% | +40.1% | -1.5% | +16.7% |
| 10Y | +226.1% | +195.0% | +31.1% | +96.5% |
| All | +427.0% | +818.5% | -391.4% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling