+132.3%
HON vs AEIS
+562.2%
-429.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -1.1% |
| 7D | -3.5% | +2.3% | -5.7% | -4.0% |
| 30D | -13.8% | -14.8% | +1.1% | -10.8% |
| 3M | -11.7% | -15.6% | +3.9% | -9.9% |
| 6M | -18.7% | -8.7% | -10.0% | -19.7% |
| YTD | +0.2% | +37.3% | -37.1% | -11.5% |
| 1Y | -3.1% | +80.3% | -83.4% | -21.2% |
| 3Y | +17.0% | +177.9% | -161.0% | -18.8% |
| 5Y | +2.0% | +235.8% | -233.8% | -35.0% |
| All | +132.3% | +562.2% | -429.9% | +7.0% |
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 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