+39.7%
HPQ vs AEIS
+233.3%
-193.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.3% |
| 7D | +2.2% | +6.5% | -4.2% | +0.3% |
| 30D | +9.7% | -9.2% | +18.9% | +12.0% |
| 3M | +32.7% | -8.3% | +41.1% | +31.1% |
| 6M | +77.7% | -6.3% | +84.0% | +68.9% |
| YTD | +51.0% | +36.5% | +14.5% | +19.0% |
| 1Y | +18.4% | +84.8% | -66.4% | -20.2% |
| 3Y | +25.6% | +176.6% | -151.0% | -34.2% |
| All | +39.7% | +233.3% | -193.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling