+251.1%
AEIS vs BOXX
+18.5%
+232.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +5.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -14.8% | +0.3% | -15.1% | -14.5% |
| 3M | -15.6% | +1.0% | -16.6% | -15.1% |
| 6M | -8.7% | +1.9% | -10.6% | -9.7% |
| YTD | +37.3% | +2.7% | +34.6% | +33.4% |
| 1Y | +80.3% | +4.0% | +76.3% | +72.2% |
| 3Y | +177.9% | +14.7% | +163.3% | +192.7% |
| All | +251.1% | +18.5% | +232.7% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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