+233.8%
AEIS vs HRB
+111.1%
+122.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +6.5% | -10.6% | +17.1% | +7.1% |
| 30D | -9.2% | -0.8% | -8.4% | -9.5% |
| 3M | -8.3% | +19.1% | -27.4% | -10.4% |
| 6M | -6.3% | +48.7% | -55.0% | -12.4% |
| YTD | +36.5% | +7.1% | +29.4% | +37.7% |
| 1Y | +84.8% | -8.3% | +93.1% | +93.9% |
| 3Y | +176.6% | +25.8% | +150.7% | +154.1% |
| All | +233.8% | +111.1% | +122.7% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling