+2,127.1%
HUM vs AEE
+806.8%
+1,320.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | -0.8% | +2.8% | +2.4% |
| 30D | +5.4% | -2.9% | +8.3% | +6.8% |
| 3M | +11.4% | -2.4% | +13.8% | +12.3% |
| 6M | +141.5% | -2.7% | +144.2% | +142.5% |
| YTD | +61.2% | +7.3% | +53.9% | +54.7% |
| 1Y | +49.2% | +7.5% | +41.6% | +43.0% |
| 3Y | -9.0% | +46.2% | -55.2% | -25.5% |
| 5Y | +7.2% | +39.7% | -32.5% | -11.7% |
| 10Y | +152.7% | +191.3% | -38.6% | +43.6% |
| All | +2,127.1% | +806.8% | +1,320.3% | +582.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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