+347.0%
HWM vs AEE
+59.5%
+287.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.0% | +4.8% |
| 7D | +1.6% | +2.3% | -0.7% | +1.0% |
| 30D | -3.9% | +11.6% | -15.5% | -6.9% |
| 3M | -23.2% | +5.5% | -28.7% | -24.4% |
| 6M | -20.0% | +6.0% | -26.0% | -21.6% |
| YTD | +5.7% | +16.6% | -10.9% | +0.6% |
| 1Y | +4.9% | +12.1% | -7.2% | +1.0% |
| 3Y | +347.0% | +64.2% | +282.8% | +305.8% |
| All | +347.0% | +59.5% | +287.5% | +305.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling