+60.4%
HCA vs AEIS
+173.7%
-113.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +1.2% |
| 7D | +5.4% | +2.3% | +3.2% | +5.3% |
| 30D | +3.0% | -14.8% | +17.8% | +3.5% |
| 3M | +13.0% | -15.6% | +28.6% | +13.3% |
| 6M | -20.3% | -8.7% | -11.6% | -21.0% |
| YTD | -8.2% | +37.3% | -45.6% | -12.5% |
| 1Y | +6.7% | +80.3% | -73.6% | -1.3% |
| 3Y | +60.4% | +177.9% | -117.6% | +34.4% |
| All | +60.4% | +173.7% | -113.3% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling