+8.6%
AEIS vs HRB
+16.9%
-8.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.4% | -15.5% | -9.3% |
| 7D | -12.7% | +16.0% | -28.7% | -6.9% |
| 30D | -28.8% | +32.1% | -60.9% | -19.9% |
| 3M | -38.0% | +21.5% | -59.5% | -31.9% |
| 6M | -45.3% | +82.1% | -127.4% | -31.1% |
| YTD | +1.1% | +31.6% | -30.5% | +27.9% |
| 1Y | +8.6% | +15.9% | -7.3% | +43.5% |
| All | +8.6% | +16.9% | -8.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling