+1,773.8%
HWM vs AEE
+182.4%
+1,591.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -11.0% | -2.3% | -8.7% | -10.1% |
| 3M | +4.0% | +0.2% | +3.8% | +3.6% |
| 6M | -0.2% | -4.7% | +4.5% | +1.5% |
| YTD | +26.7% | +8.1% | +18.6% | +21.6% |
| 1Y | +44.7% | +8.5% | +36.2% | +38.4% |
| 3Y | +426.1% | +48.9% | +377.2% | +328.4% |
| 5Y | +738.5% | +39.9% | +698.6% | +597.4% |
| All | +1,773.8% | +182.4% | +1,591.4% | +1,286.5% |
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