+7.5%
HDB vs AEIS
-35.1%
+42.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | +0.1% |
| 7D | +6.9% | +9.5% | -2.5% | +6.8% |
| 30D | +15.2% | -17.5% | +32.7% | +15.5% |
| 3M | +11.7% | -29.3% | +41.0% | +12.1% |
| 6M | +7.5% | -34.7% | +42.2% | +7.7% |
| All | +7.5% | -35.1% | +42.6% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling