+301.7%
HIG vs AEIS
+562.2%
-260.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -1.3% |
| 7D | -1.5% | +2.3% | -3.7% | -1.9% |
| 30D | -0.4% | -14.8% | +14.5% | +2.4% |
| 3M | +6.7% | -15.6% | +22.2% | +7.9% |
| 6M | +2.0% | -8.7% | +10.7% | -0.1% |
| YTD | +0.3% | +37.3% | -37.0% | -11.6% |
| 1Y | +4.2% | +80.3% | -76.1% | -15.2% |
| 3Y | +102.2% | +177.9% | -75.7% | +39.8% |
| 5Y | +118.5% | +235.8% | -117.3% | +37.6% |
| All | +301.7% | +562.2% | -260.5% | +80.7% |
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 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