+308.1%
HUBS vs AEIS
+562.2%
-254.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -1.0% |
| 7D | -9.0% | +2.3% | -11.3% | -9.8% |
| 30D | +7.2% | -14.8% | +22.1% | +12.2% |
| 3M | +20.9% | -15.6% | +36.5% | +21.4% |
| 6M | -13.0% | -8.7% | -4.3% | -20.1% |
| YTD | -43.8% | +37.3% | -81.2% | -58.9% |
| 1Y | -54.6% | +80.3% | -135.0% | -71.7% |
| 3Y | -58.5% | +177.9% | -236.4% | -80.6% |
| 5Y | -66.4% | +235.8% | -302.2% | -85.8% |
| All | +308.1% | +562.2% | -254.1% | +9.5% |
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