+8.6%
AEIS vs BNS
+52.0%
-43.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.0% | -14.1% | -13.9% |
| 7D | -12.7% | +2.0% | -14.7% | -14.5% |
| 30D | -28.8% | +7.8% | -36.6% | -34.0% |
| 3M | -38.0% | +11.7% | -49.7% | -45.2% |
| 6M | -45.3% | +28.2% | -73.5% | -59.0% |
| YTD | +1.1% | +34.8% | -33.6% | -29.6% |
| 1Y | +8.6% | +51.1% | -42.4% | -26.9% |
| All | +8.6% | +52.0% | -43.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling