+114.2%
HIG vs AEIS
+232.6%
-118.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -0.7% |
| 7D | -1.5% | +2.3% | -3.7% | -1.6% |
| 30D | -0.4% | -14.8% | +14.5% | +0.8% |
| 3M | +6.7% | -15.6% | +22.2% | +7.3% |
| 6M | +2.0% | -8.7% | +10.7% | +0.8% |
| YTD | +0.3% | +37.3% | -37.0% | -6.6% |
| 1Y | +4.2% | +80.3% | -76.1% | -7.7% |
| 3Y | +102.2% | +177.9% | -75.7% | +60.0% |
| All | +114.2% | +232.6% | -118.4% | +55.4% |
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