+1,463.9%
HWM vs AEIS
+360.3%
+1,103.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.3% | -6.2% | +0.8% |
| 7D | +1.6% | +1.0% | +0.6% | +0.7% |
| 30D | -3.9% | -24.0% | +20.1% | +5.4% |
| 3M | -23.2% | -32.5% | +9.3% | -13.1% |
| 6M | -20.0% | -38.6% | +18.6% | -9.1% |
| YTD | +5.7% | +4.8% | +0.9% | -5.4% |
| 1Y | +4.9% | +1.3% | +3.5% | -5.1% |
| 3Y | +347.0% | +159.2% | +187.8% | +155.4% |
| 5Y | +563.0% | +140.8% | +422.2% | +274.8% |
| 10Y | +1,579.2% | +349.8% | +1,229.4% | +558.8% |
| All | +1,463.9% | +360.3% | +1,103.6% | +512.6% |
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 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