+642.7%
HUBS vs AEIS
+1,357.4%
-714.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.4% |
| 7D | -12.4% | -0.2% | -12.2% | -12.4% |
| 30D | +1.4% | -16.4% | +17.8% | +6.7% |
| 3M | +16.0% | -11.1% | +27.1% | +13.4% |
| 6M | -17.0% | -12.0% | -5.0% | -22.6% |
| YTD | -44.3% | +30.9% | -75.2% | -58.2% |
| 1Y | -54.3% | +74.3% | -128.6% | -70.8% |
| 3Y | -58.4% | +165.2% | -223.6% | -79.8% |
| 5Y | -66.7% | +220.0% | -286.7% | -85.2% |
| 10Y | +315.9% | +527.7% | -211.8% | +22.0% |
| All | +642.7% | +1,357.4% | -714.7% | +58.9% |
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