-9.0%
HUM vs AEIS
+173.7%
-182.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.7% | +2.1% |
| 7D | +2.1% | +2.3% | -0.2% | +2.0% |
| 30D | +5.4% | -14.8% | +20.2% | +5.8% |
| 3M | +11.4% | -15.6% | +27.0% | +11.7% |
| 6M | +141.5% | -8.7% | +150.2% | +140.6% |
| YTD | +61.2% | +37.3% | +23.9% | +58.6% |
| 1Y | +49.2% | +80.3% | -31.2% | +45.7% |
| 3Y | -9.0% | +177.9% | -187.0% | -11.6% |
| All | -9.0% | +173.7% | -182.7% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling