+8.5%
AEIS vs HRB
+13.5%
-5.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.6% |
| 7D | +11.5% | -5.1% | +16.6% | +9.0% |
| 30D | -15.8% | +8.7% | -24.4% | -12.0% |
| 3M | -33.3% | -5.4% | -27.9% | -33.3% |
| 6M | -35.2% | +41.6% | -76.8% | -23.0% |
| YTD | +5.0% | +18.7% | -13.6% | +21.3% |
| 1Y | +8.5% | +16.4% | -8.0% | +24.8% |
| All | +8.5% | +13.5% | -5.1% | +24.8% |
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