+176.3%
AEIS vs BIIB
-19.0%
+195.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +6.5% | -5.4% | +11.8% | +7.9% |
| 30D | -9.2% | +1.7% | -10.9% | -9.9% |
| 3M | -8.3% | +5.8% | -14.2% | -11.1% |
| 6M | -6.3% | +11.9% | -18.3% | -11.9% |
| YTD | +36.5% | +19.7% | +16.8% | +24.0% |
| 1Y | +84.8% | +46.7% | +38.0% | +52.1% |
| All | +176.3% | -19.0% | +195.3% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling