+716.8%
AEIS vs BG
+1,131.5%
-414.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | +3.0% | +2.8% | +0.2% | +1.7% |
| 30D | -14.6% | +12.0% | -26.7% | -18.6% |
| 3M | -12.4% | -7.7% | -4.7% | -10.3% |
| 6M | -15.0% | +4.5% | -19.5% | -17.7% |
| YTD | +34.3% | +35.7% | -1.4% | +17.3% |
| 1Y | +87.4% | +50.1% | +37.3% | +56.4% |
| 3Y | +139.8% | +12.6% | +127.2% | +118.7% |
| 5Y | +220.7% | +75.4% | +145.3% | +137.4% |
| 10Y | +531.6% | +150.5% | +381.1% | +286.4% |
| All | +716.8% | +1,131.5% | -414.7% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling