+87.4%
AEIS vs BG
+50.1%
+37.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +3.0% | +2.8% | +0.2% | +2.4% |
| 30D | -14.6% | +12.0% | -26.7% | -16.5% |
| 3M | -12.4% | -7.7% | -4.7% | -10.6% |
| 6M | -15.0% | +4.5% | -19.5% | -16.9% |
| YTD | +34.3% | +35.7% | -1.4% | +23.7% |
| 1Y | +87.4% | +50.1% | +37.3% | +70.4% |
| All | +87.4% | +50.1% | +37.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling