+353.2%
AEIS vs BB
+24.8%
+328.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.5% |
| 7D | +23.2% | +9.0% | +14.3% | +20.7% |
| 30D | -17.0% | +7.7% | -24.7% | -18.5% |
| 3M | -32.2% | +4.0% | -36.1% | -33.1% |
| 6M | -32.6% | +46.6% | -79.2% | -39.5% |
| YTD | +9.4% | +140.6% | -131.3% | -14.0% |
| 1Y | +7.7% | +103.1% | -95.4% | -12.1% |
| 3Y | +157.9% | +150.5% | +7.4% | +90.2% |
| 5Y | +154.8% | -15.4% | +170.2% | +128.8% |
| All | +353.2% | +24.8% | +328.4% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling