+8.6%
AEIS vs BB
+88.0%
-79.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +7.0% | -18.1% | -13.3% |
| 7D | -12.7% | -6.8% | -5.9% | -10.9% |
| 30D | -28.8% | -3.5% | -25.3% | -28.1% |
| 3M | -38.0% | -1.2% | -36.8% | -38.0% |
| 6M | -45.3% | +57.0% | -102.3% | -48.8% |
| YTD | +1.1% | +131.1% | -130.0% | -14.3% |
| 1Y | +8.6% | +87.6% | -79.0% | +3.5% |
| All | +8.6% | +88.0% | -79.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling