+5.8%
HD vs AEIS
+109.5%
-103.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -2.8% |
| 7D | +4.3% | -11.3% | +15.6% | +5.7% |
| 30D | +20.2% | -32.6% | +52.8% | +27.2% |
| 3M | -1.0% | -39.2% | +38.1% | +6.1% |
| 6M | +7.9% | -45.4% | +53.3% | +16.2% |
| YTD | +2.0% | -5.8% | +7.8% | -5.0% |
| 1Y | -4.3% | -10.0% | +5.7% | -10.1% |
| 3Y | +25.9% | +121.2% | -95.2% | -14.8% |
| All | +5.8% | +109.5% | -103.8% | -31.6% |
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