+243.8%
HPQ vs AEM
+378.0%
-134.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +8.3% |
| 7D | +9.8% | -2.1% | +11.9% | +9.9% |
| 30D | +22.4% | +8.4% | +13.9% | +21.3% |
| 3M | +45.2% | +27.3% | +17.9% | +41.9% |
| 6M | +96.4% | -9.7% | +106.1% | +97.1% |
| YTD | +65.4% | +19.0% | +46.4% | +61.3% |
| 1Y | +31.6% | +31.5% | +0.1% | +26.8% |
| 3Y | +37.0% | +338.7% | -301.7% | +15.5% |
| 5Y | +53.0% | +307.4% | -254.4% | +28.1% |
| All | +243.8% | +378.0% | -134.2% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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