+498.2%
HCA vs AEIS
+562.2%
-64.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +0.3% |
| 7D | +5.4% | +2.3% | +3.2% | +4.9% |
| 30D | +3.0% | -14.8% | +17.8% | +6.0% |
| 3M | +13.0% | -15.6% | +28.6% | +14.3% |
| 6M | -20.3% | -8.7% | -11.6% | -22.0% |
| YTD | -8.2% | +37.3% | -45.6% | -19.7% |
| 1Y | +6.7% | +80.3% | -73.6% | -14.0% |
| 3Y | +60.4% | +177.9% | -117.6% | +9.2% |
| 5Y | +73.4% | +235.8% | -162.4% | +8.2% |
| All | +498.2% | +562.2% | -64.0% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling