+18.7%
HPQ vs AEIS
+93.3%
-74.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +2.2% |
| 7D | +6.9% | +3.0% | +4.0% | +6.9% |
| 30D | +14.4% | -14.6% | +29.1% | +14.6% |
| 3M | +25.6% | -12.4% | +38.1% | +25.5% |
| 6M | +75.0% | -15.0% | +90.0% | +74.4% |
| YTD | +50.7% | +34.3% | +16.4% | +33.4% |
| 1Y | +18.7% | +87.4% | -68.7% | -9.1% |
| All | +18.7% | +93.3% | -74.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling