-3.2%
HAS vs AEIS
-13.7%
+10.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | -1.8% | +3.0% | -4.8% | -2.0% |
| 30D | +2.3% | -14.6% | +16.9% | +3.2% |
| 3M | +10.4% | -12.4% | +22.8% | +10.5% |
| 6M | -3.2% | -15.0% | +11.7% | -3.8% |
| All | -3.2% | -13.7% | +10.4% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling