+335.2%
AEIS vs HRB
+221.6%
+113.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | +11.5% | -5.1% | +16.6% | +12.7% |
| 30D | -15.8% | +8.7% | -24.4% | -18.0% |
| 3M | -33.3% | -5.4% | -27.9% | -33.4% |
| 6M | -35.2% | +41.6% | -76.8% | -43.0% |
| YTD | +5.0% | +18.7% | -13.6% | -4.1% |
| 1Y | +8.5% | +16.4% | -8.0% | -0.5% |
| 3Y | +152.9% | +22.0% | +130.9% | +120.6% |
| 5Y | +144.6% | +141.2% | +3.4% | +60.2% |
| All | +335.2% | +221.6% | +113.6% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling