+112.8%
HL vs AEIS
+142.3%
-29.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.4% |
| 7D | -11.1% | +11.5% | -22.6% | -14.9% |
| 30D | -12.1% | -15.8% | +3.7% | -7.7% |
| 3M | -26.1% | -33.3% | +7.2% | -15.6% |
| 6M | -37.7% | -35.2% | -2.5% | -29.7% |
| YTD | -31.7% | +5.0% | -36.7% | -37.1% |
| 1Y | -11.6% | +8.5% | -20.1% | -19.6% |
| 3Y | +249.6% | +152.9% | +96.8% | +114.3% |
| All | +112.8% | +142.3% | -29.5% | +24.0% |
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