+1,581.2%
HWM vs AEE
+183.8%
+1,397.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -8.0% | +1.1% | -9.1% | -8.5% |
| 30D | -18.0% | 0.0% | -18.0% | -18.1% |
| 3M | -9.5% | -0.9% | -8.6% | -9.5% |
| 6M | -8.4% | -2.4% | -6.0% | -7.9% |
| YTD | +13.6% | +8.6% | +5.0% | +8.8% |
| 1Y | +30.2% | +10.2% | +20.1% | +23.7% |
| 3Y | +392.2% | +47.8% | +344.4% | +302.1% |
| 5Y | +645.2% | +40.1% | +605.1% | +519.4% |
| All | +1,581.2% | +183.8% | +1,397.4% | +1,140.4% |
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