+95.0%
HL vs AEIS
+1,985.6%
-1,890.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.2% |
| 7D | -11.1% | +11.5% | -22.6% | -12.8% |
| 30D | -12.1% | -15.8% | +3.7% | -10.1% |
| 3M | -26.1% | -33.3% | +7.2% | -21.6% |
| 6M | -37.7% | -35.2% | -2.5% | -34.0% |
| YTD | -31.7% | +5.0% | -36.7% | -33.2% |
| 1Y | -11.6% | +8.5% | -20.1% | -14.0% |
| 3Y | +249.6% | +152.9% | +96.8% | +193.8% |
| 5Y | +108.5% | +144.6% | -36.1% | +74.4% |
| 10Y | +127.0% | +337.1% | -210.2% | +71.4% |
| All | +95.0% | +1,985.6% | -1,890.6% | +10.9% |
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