+220.0%
AEIS vs BNS
+92.5%
+127.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.8% |
| 7D | -0.2% | -2.2% | +2.0% | +1.7% |
| 30D | -16.4% | +4.5% | -20.9% | -19.9% |
| 3M | -11.1% | +14.9% | -26.0% | -21.8% |
| 6M | -12.0% | +32.5% | -44.5% | -31.5% |
| YTD | +30.9% | +28.6% | +2.3% | +4.6% |
| 1Y | +74.3% | +48.4% | +26.0% | +23.1% |
| 3Y | +165.2% | +130.8% | +34.4% | +26.4% |
| 5Y | +220.0% | +94.8% | +125.2% | +69.8% |
| All | +220.0% | +92.5% | +127.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling