+417.8%
HAL vs AEIS
+2,072.0%
-1,654.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +2.6% | +23.2% | -20.6% | -1.8% |
| 30D | -0.1% | -17.0% | +16.9% | +2.8% |
| 3M | -1.1% | -32.2% | +31.0% | +5.3% |
| 6M | -20.7% | -32.6% | +11.8% | -17.0% |
| YTD | +17.5% | +9.4% | +8.1% | +9.9% |
| 1Y | +24.1% | +7.7% | +16.4% | +16.2% |
| 3Y | -8.4% | +157.9% | -166.3% | -29.8% |
| 5Y | +53.2% | +154.8% | -101.5% | +15.6% |
| 10Y | -17.2% | +355.2% | -372.4% | -44.8% |
| All | +417.8% | +2,072.0% | -1,654.2% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling