+551.6%
AEIS vs BIIB
-26.2%
+577.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.8% |
| 7D | +2.3% | -1.7% | +3.9% | +2.6% |
| 30D | -14.8% | +4.0% | -18.8% | -15.8% |
| 3M | -15.6% | +8.6% | -24.2% | -18.0% |
| 6M | -8.7% | +14.0% | -22.7% | -12.7% |
| YTD | +37.3% | +23.4% | +13.9% | +28.5% |
| 1Y | +80.3% | +45.9% | +34.4% | +61.6% |
| 3Y | +177.9% | -16.1% | +194.1% | +180.1% |
| 5Y | +235.8% | -27.6% | +263.4% | +242.4% |
| All | +551.6% | -26.2% | +577.8% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling