+151.8%
HYG vs AEIS
+1,129.6%
-977.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.6% | -16.4% | +15.8% | +0.9% |
| 3M | +0.4% | -11.1% | +11.6% | +0.7% |
| 6M | +1.2% | -12.0% | +13.3% | +1.2% |
| YTD | +1.5% | +30.9% | -29.4% | -2.7% |
| 1Y | +3.2% | +74.3% | -71.2% | -4.2% |
| 3Y | +25.9% | +165.2% | -139.3% | +10.3% |
| 5Y | +18.6% | +220.0% | -201.4% | +0.7% |
| 10Y | +55.8% | +527.7% | -471.9% | +18.2% |
| All | +151.8% | +1,129.6% | -977.8% | +54.4% |
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