+663.7%
AEIS vs BB
+325.9%
+337.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -6.9% | +11.6% | -18.5% | -9.8% |
| 30D | -23.2% | +2.6% | -25.8% | -23.8% |
| 3M | -29.5% | +3.5% | -33.0% | -30.5% |
| 6M | -37.9% | +43.5% | -81.4% | -44.9% |
| YTD | +6.0% | +141.2% | -135.2% | -19.5% |
| 1Y | +1.2% | +97.4% | -96.2% | -19.0% |
| 3Y | +150.0% | +151.1% | -1.1% | +76.1% |
| 5Y | +141.9% | -12.8% | +154.7% | +116.9% |
| 10Y | +356.2% | +27.5% | +328.7% | +178.8% |
| All | +663.7% | +325.9% | +337.8% | +97.1% |
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