+220.0%
AEIS vs BG
+88.4%
+131.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -0.2% | +3.7% | -3.9% | -1.2% |
| 30D | -16.4% | +12.3% | -28.8% | -19.2% |
| 3M | -11.1% | -2.2% | -8.9% | -10.9% |
| 6M | -12.0% | +5.3% | -17.4% | -14.2% |
| YTD | +30.9% | +42.4% | -11.5% | +16.5% |
| 1Y | +74.3% | +55.2% | +19.1% | +50.7% |
| 3Y | +165.2% | +21.0% | +144.2% | +141.4% |
| 5Y | +220.0% | +87.1% | +132.9% | +119.8% |
| All | +220.0% | +88.4% | +131.7% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling