+243.8%
HPQ vs AEIS
+562.2%
-318.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.9% | +3.5% | +6.7% |
| 7D | +9.8% | +2.3% | +7.5% | +8.9% |
| 30D | +22.4% | -14.8% | +37.2% | +28.2% |
| 3M | +45.2% | -15.6% | +60.7% | +48.4% |
| 6M | +96.4% | -8.7% | +105.1% | +89.2% |
| YTD | +65.4% | +37.3% | +28.1% | +32.4% |
| 1Y | +31.6% | +80.3% | -48.8% | -7.1% |
| 3Y | +37.0% | +177.9% | -140.9% | -22.6% |
| 5Y | +53.0% | +235.8% | -182.8% | -21.8% |
| All | +243.8% | +562.2% | -318.4% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling