+1,037.7%
AEIS vs BNS
+1,476.3%
-438.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.6% |
| 7D | +8.1% | +1.8% | +6.3% | +6.5% |
| 30D | -11.1% | +4.5% | -15.6% | -14.4% |
| 3M | -5.6% | +15.8% | -21.4% | -16.0% |
| 6M | -0.6% | +31.5% | -32.1% | -19.7% |
| YTD | +38.0% | +28.6% | +9.4% | +13.6% |
| 1Y | +87.2% | +48.2% | +39.0% | +37.8% |
| 3Y | +179.7% | +130.8% | +48.9% | +44.6% |
| 5Y | +241.7% | +94.9% | +146.9% | +101.5% |
| 10Y | +547.2% | +179.6% | +367.6% | +191.6% |
| All | +1,037.7% | +1,476.3% | -438.6% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling