+335.2%
AEIS vs BB
+21.8%
+313.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.4% |
| 7D | +11.5% | +1.8% | +9.7% | +11.1% |
| 30D | -15.8% | +8.1% | -23.9% | -17.4% |
| 3M | -33.3% | -1.0% | -32.3% | -33.4% |
| 6M | -35.2% | +45.9% | -81.1% | -41.8% |
| YTD | +5.0% | +134.8% | -129.8% | -16.9% |
| 1Y | +8.5% | +104.6% | -96.1% | -11.6% |
| 3Y | +152.9% | +152.8% | 0.0% | +86.2% |
| 5Y | +144.6% | -17.4% | +162.1% | +121.1% |
| All | +335.2% | +21.8% | +313.4% | +168.1% |
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