+2,766.8%
AEIS vs BIIB
+10,606.9%
-7,840.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | -14.6% | +6.9% | -21.5% | -16.4% |
| 3M | -12.4% | +12.4% | -24.9% | -16.2% |
| 6M | -15.0% | +16.3% | -31.2% | -19.9% |
| YTD | +34.3% | +25.5% | +8.8% | +23.4% |
| 1Y | +87.4% | +57.8% | +29.6% | +60.6% |
| 3Y | +139.8% | -17.3% | +157.1% | +145.1% |
| 5Y | +220.7% | -33.8% | +254.5% | +239.1% |
| 10Y | +531.6% | -29.6% | +561.2% | +473.9% |
| All | +2,766.8% | +10,606.9% | -7,840.1% | +682.2% |
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