+248.6%
HD vs AEIS
+332.3%
-83.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | +1.5% | +11.5% | -10.0% | -0.9% |
| 30D | +18.0% | -15.8% | +33.8% | +20.7% |
| 3M | +2.8% | -33.3% | +36.1% | +10.0% |
| 6M | +17.0% | -35.2% | +52.2% | +23.2% |
| YTD | +3.5% | +5.0% | -1.5% | -5.3% |
| 1Y | -2.6% | +8.5% | -11.1% | -11.9% |
| 3Y | +30.7% | +152.9% | -122.2% | -11.2% |
| 5Y | +6.2% | +144.6% | -138.4% | -29.0% |
| All | +248.6% | +332.3% | -83.8% | +71.5% |
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 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