+9.9%
HD vs AEIS
+219.9%
-210.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -2.1% | +3.0% | -5.0% | -2.6% |
| 30D | -8.4% | -14.6% | +6.2% | -6.0% |
| 3M | +4.3% | -12.4% | +16.8% | +4.8% |
| 6M | -11.1% | -15.0% | +3.8% | -11.1% |
| YTD | -4.7% | +34.3% | -39.0% | -15.1% |
| 1Y | -19.8% | +87.4% | -107.2% | -35.7% |
| 3Y | +4.1% | +139.8% | -135.7% | -25.6% |
| All | +9.9% | +219.9% | -210.0% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling