+150.0%
AEIS vs BB
+152.5%
-2.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -6.9% | +11.6% | -18.5% | -10.0% |
| 30D | -23.2% | +2.6% | -25.8% | -23.7% |
| 3M | -29.5% | +3.5% | -33.0% | -30.6% |
| 6M | -37.9% | +43.5% | -81.4% | -44.7% |
| YTD | +6.0% | +141.2% | -135.2% | -19.6% |
| 1Y | +1.2% | +97.4% | -96.2% | -18.9% |
| 3Y | +150.0% | +151.1% | -1.1% | +71.0% |
| All | +150.0% | +152.5% | -2.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling