+55.2%
HYG vs AEIS
+562.2%
-507.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.5% |
| 7D | -0.7% | +2.3% | -3.0% | -0.9% |
| 30D | -0.7% | -14.8% | +14.1% | +0.6% |
| 3M | -0.2% | -15.6% | +15.4% | +0.6% |
| 6M | +1.4% | -8.7% | +10.1% | +0.9% |
| YTD | +1.5% | +37.3% | -35.9% | -3.5% |
| 1Y | +2.9% | +80.3% | -77.4% | -5.3% |
| 3Y | +25.6% | +177.9% | -152.3% | +8.3% |
| 5Y | +18.6% | +235.8% | -217.3% | -1.4% |
| All | +55.2% | +562.2% | -507.0% | +12.8% |
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 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