+547.7%
AEIS vs BB
+2.6%
+545.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +6.5% | +1.8% | +4.6% | +6.0% |
| 30D | -9.2% | -12.2% | +3.1% | -6.2% |
| 3M | -8.3% | -12.3% | +4.0% | -5.7% |
| 6M | -6.3% | +122.7% | -129.0% | -24.6% |
| YTD | +36.5% | +104.5% | -68.0% | +12.1% |
| 1Y | +84.8% | +106.7% | -21.9% | +50.5% |
| 3Y | +176.6% | +70.0% | +106.6% | +123.0% |
| 5Y | +237.1% | -27.8% | +264.9% | +214.7% |
| All | +547.7% | +2.6% | +545.0% | +318.8% |
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