+648.3%
HPQ vs AEIS
+2,641.0%
-1,992.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.2% |
| 7D | -0.5% | +8.1% | -8.6% | -2.3% |
| 30D | +3.7% | -11.1% | +14.9% | +6.0% |
| 3M | +24.3% | -5.6% | +30.0% | +22.9% |
| 6M | +64.8% | -0.6% | +65.4% | +58.3% |
| YTD | +43.9% | +38.0% | +5.9% | +26.4% |
| 1Y | +11.7% | +87.2% | -75.6% | -9.5% |
| 3Y | +19.7% | +179.7% | -160.0% | -13.5% |
| 5Y | +32.2% | +241.7% | -209.5% | -9.3% |
| 10Y | +198.9% | +547.2% | -348.3% | +68.2% |
| All | +648.3% | +2,641.0% | -1,992.7% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling