+164.9%
AEIS vs HRB
+25.2%
+139.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.2% |
| 7D | -0.2% | -12.2% | +12.0% | -1.6% |
| 30D | -16.4% | -3.0% | -13.4% | -16.7% |
| 3M | -11.1% | +21.7% | -32.9% | -9.4% |
| 6M | -12.0% | +52.3% | -64.4% | -10.9% |
| YTD | +30.9% | +6.5% | +24.4% | +40.0% |
| 1Y | +74.3% | -6.7% | +81.0% | +91.3% |
| All | +164.9% | +25.2% | +139.7% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling