+210.4%
HL vs AEIS
+2,610.7%
-2,400.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +0.4% | +6.5% | -6.1% | -0.7% |
| 30D | +18.8% | -9.2% | +28.0% | +20.5% |
| 3M | +43.7% | -8.3% | +52.1% | +44.7% |
| 6M | -1.0% | -6.3% | +5.3% | -0.9% |
| YTD | +8.7% | +36.5% | -27.8% | +2.5% |
| 1Y | +105.0% | +84.8% | +20.2% | +83.5% |
| 3Y | +427.3% | +176.6% | +250.7% | +337.5% |
| 5Y | +249.3% | +237.1% | +12.2% | +178.9% |
| 10Y | +284.2% | +554.7% | -270.5% | +174.8% |
| All | +210.4% | +2,610.7% | -2,400.3% | +70.1% |
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