+867.7%
AEIS vs BB
+258.8%
+608.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | -5.6% | +8.6% | +4.6% |
| 30D | -14.6% | -11.8% | -2.9% | -11.7% |
| 3M | -12.4% | -25.5% | +13.1% | -5.6% |
| 6M | -15.0% | +121.3% | -136.2% | -33.4% |
| YTD | +34.3% | +103.2% | -68.9% | +7.5% |
| 1Y | +87.4% | +102.6% | -15.3% | +49.0% |
| 3Y | +139.8% | +37.5% | +102.3% | +98.3% |
| 5Y | +220.7% | -30.4% | +251.2% | +205.5% |
| 10Y | +531.6% | 0.0% | +531.6% | +314.4% |
| All | +867.7% | +258.8% | +608.9% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling