-22.1%
HDB vs AEIS
+150.6%
-172.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.3% |
| 7D | +6.9% | +9.5% | -2.5% | +5.7% |
| 30D | +15.2% | -17.5% | +32.7% | +17.2% |
| 3M | +11.7% | -29.3% | +41.0% | +15.5% |
| 6M | +7.5% | -34.7% | +42.2% | +11.2% |
| YTD | -28.8% | +10.7% | -39.5% | -32.9% |
| 1Y | -29.1% | +7.4% | -36.5% | -32.9% |
| 3Y | -7.0% | +161.1% | -168.1% | -30.0% |
| 5Y | -22.1% | +150.7% | -172.8% | -43.1% |
| All | -22.1% | +150.6% | -172.6% | -43.1% |
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