+177.9%
AEIS vs BG
+18.0%
+160.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +5.3% |
| 7D | +2.3% | +3.1% | -0.9% | +1.5% |
| 30D | -14.8% | +10.2% | -25.0% | -16.9% |
| 3M | -15.6% | -1.7% | -13.9% | -15.3% |
| 6M | -8.7% | +1.0% | -9.7% | -9.6% |
| YTD | +37.3% | +39.9% | -2.6% | +24.4% |
| 1Y | +80.3% | +53.2% | +27.1% | +59.1% |
| 3Y | +177.9% | +16.3% | +161.7% | +155.0% |
| All | +177.9% | +18.0% | +160.0% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling