+1,516.8%
HWM vs AEE
+216.2%
+1,300.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +5.0% | +0.2% | +4.8% | +4.9% |
| 30D | +1.5% | +9.7% | -8.2% | -2.9% |
| 3M | -20.3% | +5.8% | -26.1% | -22.6% |
| 6M | -18.0% | +4.5% | -22.5% | -20.2% |
| YTD | +9.5% | +15.8% | -6.3% | +1.5% |
| 1Y | +7.5% | +10.8% | -3.3% | +1.7% |
| 3Y | +355.7% | +62.8% | +292.9% | +254.3% |
| 5Y | +610.2% | +56.1% | +554.1% | +458.1% |
| 10Y | +1,516.8% | +216.4% | +1,300.3% | +956.4% |
| All | +1,516.8% | +216.2% | +1,300.5% | +956.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling