+551.6%
AEIS vs HRB
+209.1%
+342.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +2.3% | -8.0% | +10.3% | +4.3% |
| 30D | -14.8% | -16.0% | +1.1% | -11.5% |
| 3M | -15.6% | +26.9% | -42.4% | -22.5% |
| 6M | -8.7% | +51.1% | -59.8% | -22.2% |
| YTD | +37.3% | +7.1% | +30.3% | +29.9% |
| 1Y | +80.3% | -9.6% | +90.0% | +80.1% |
| 3Y | +177.9% | +25.4% | +152.5% | +138.7% |
| 5Y | +235.8% | +114.9% | +120.9% | +128.7% |
| All | +551.6% | +209.1% | +342.5% | +257.0% |
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