+551.6%
AEIS vs BNS
+188.9%
+362.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.3% |
| 7D | +2.3% | -0.4% | +2.7% | +2.6% |
| 30D | -14.8% | +3.5% | -18.3% | -17.7% |
| 3M | -15.6% | +14.1% | -29.6% | -25.3% |
| 6M | -8.7% | +33.8% | -42.5% | -29.6% |
| YTD | +37.3% | +29.5% | +7.9% | +9.0% |
| 1Y | +80.3% | +48.4% | +31.9% | +26.7% |
| 3Y | +177.9% | +129.6% | +48.3% | +30.9% |
| 5Y | +235.8% | +96.1% | +139.7% | +81.0% |
| All | +551.6% | +188.9% | +362.7% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling