+41.5%
HDB vs AEIS
+562.2%
-520.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +1.9% | +5.9% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | +1.0% | -14.8% | +15.8% | +3.8% |
| 3M | -2.0% | -15.6% | +13.6% | -0.5% |
| 6M | -18.1% | -8.7% | -9.4% | -19.0% |
| YTD | -36.1% | +37.3% | -73.5% | -42.6% |
| 1Y | -34.0% | +80.3% | -114.4% | -44.8% |
| 3Y | -26.7% | +177.9% | -204.6% | -46.9% |
| 5Y | -33.9% | +235.8% | -269.7% | -55.7% |
| All | +41.5% | +562.2% | -520.7% | -25.8% |
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 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