+1,490.9%
HWM vs AEIS
+350.2%
+1,140.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +11.1% | +23.2% | -12.1% | +2.5% |
| 30D | +3.0% | -17.0% | +20.0% | +9.3% |
| 3M | -20.7% | -32.2% | +11.4% | -10.3% |
| 6M | -17.2% | -32.6% | +15.4% | -9.3% |
| YTD | +9.1% | +9.4% | -0.3% | -4.0% |
| 1Y | +9.0% | +7.7% | +1.4% | -3.7% |
| 3Y | +353.8% | +157.9% | +195.9% | +159.9% |
| 5Y | +608.0% | +154.8% | +453.3% | +290.4% |
| All | +1,490.9% | +350.2% | +1,140.7% | +504.7% |
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