+949.4%
HIG vs AEIS
+2,967.3%
-2,017.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.5% | +6.5% | -6.9% | -1.7% |
| 30D | -2.8% | -9.2% | +6.4% | -1.4% |
| 3M | +6.3% | -8.3% | +14.7% | +5.8% |
| 6M | -0.1% | -6.3% | +6.2% | -2.2% |
| YTD | +0.4% | +36.5% | -36.1% | -9.6% |
| 1Y | +6.2% | +84.8% | -78.5% | -10.9% |
| 3Y | +101.6% | +176.6% | -75.0% | +50.2% |
| 5Y | +119.8% | +237.1% | -117.3% | +53.8% |
| 10Y | +311.7% | +554.7% | -242.9% | +136.1% |
| All | +949.4% | +2,967.3% | -2,017.9% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling