+2,142.0%
AEIS vs BIIB
+12,186.1%
-10,044.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.3% |
| 7D | +11.5% | +2.0% | +9.5% | +10.9% |
| 30D | -15.8% | +8.8% | -24.6% | -18.0% |
| 3M | -33.3% | +20.3% | -53.6% | -37.1% |
| 6M | -35.2% | +23.9% | -59.1% | -40.1% |
| YTD | +5.0% | +44.0% | -39.0% | -7.6% |
| 1Y | +8.5% | +53.8% | -45.4% | -6.5% |
| 3Y | +152.9% | +13.8% | +139.0% | +135.1% |
| 5Y | +144.6% | -6.3% | +150.9% | +133.5% |
| 10Y | +337.1% | -20.6% | +357.7% | +283.3% |
| All | +2,142.0% | +12,186.1% | -10,044.0% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling