+6,093.0%
HD vs AEIS
+1,770.4%
+4,322.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.3% |
| 3M | -1.0% | -39.2% | +38.1% | +5.1% |
| 6M | +7.9% | -45.4% | +53.3% | +15.0% |
| YTD | +2.0% | -5.8% | +7.8% | -1.0% |
| 1Y | -4.3% | -10.0% | +5.7% | -6.6% |
| 3Y | +25.9% | +121.2% | -95.2% | +4.2% |
| 5Y | +5.8% | +110.6% | -104.8% | -12.7% |
| 10Y | +262.5% | +326.6% | -64.1% | +156.7% |
| All | +6,093.0% | +1,770.4% | +4,322.7% | +2,711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling