+1,885.9%
HUM vs AEIS
+2,610.7%
-724.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.2% | +6.5% | -6.7% | -0.9% |
| 30D | +3.7% | -9.2% | +12.9% | +4.5% |
| 3M | +10.4% | -8.3% | +18.8% | +10.5% |
| 6M | +125.7% | -6.3% | +132.1% | +124.2% |
| YTD | +57.3% | +36.5% | +20.8% | +50.1% |
| 1Y | +48.6% | +84.8% | -36.1% | +36.9% |
| 3Y | -11.3% | +176.6% | -187.9% | -22.9% |
| 5Y | +0.8% | +237.1% | -236.3% | -15.5% |
| 10Y | +146.7% | +554.7% | -408.0% | +86.7% |
| All | +1,885.9% | +2,610.7% | -724.7% | +1,013.8% |
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