+80.3%
AEIS vs HRB
-6.2%
+86.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +5.1% |
| 7D | +2.3% | -8.0% | +10.3% | -0.7% |
| 30D | -14.8% | -16.0% | +1.1% | -19.6% |
| 3M | -15.6% | +26.9% | -42.4% | -5.9% |
| 6M | -8.7% | +51.1% | -59.8% | +6.5% |
| YTD | +37.3% | +7.1% | +30.3% | +51.8% |
| 1Y | +80.3% | -9.6% | +90.0% | +94.2% |
| All | +80.3% | -6.2% | +86.5% | +94.2% |
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