+256.9%
HL vs AEIS
+562.2%
-305.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -3.2% |
| 7D | -4.4% | +2.3% | -6.6% | -5.3% |
| 30D | +9.3% | -14.8% | +24.1% | +15.8% |
| 3M | +32.0% | -15.6% | +47.6% | +37.4% |
| 6M | -6.4% | -8.7% | +2.3% | -6.5% |
| YTD | +3.1% | +37.3% | -34.2% | -12.6% |
| 1Y | +77.6% | +80.3% | -2.8% | +33.6% |
| 3Y | +392.8% | +177.9% | +214.9% | +197.5% |
| 5Y | +234.1% | +235.8% | -1.7% | +80.1% |
| All | +256.9% | +562.2% | -305.3% | +28.6% |
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 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