+1.4%
HYG vs AEIS
-6.4%
+7.9%
-1.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.1% |
| 7D | -0.7% | +2.3% | -3.0% | -0.8% |
| 30D | -0.7% | -14.8% | +14.1% | -0.4% |
| 3M | -0.2% | -15.6% | +15.4% | 0.0% |
| 6M | +1.4% | -8.7% | +10.1% | +0.6% |
| All | +1.4% | -6.4% | +7.9% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling