+80.3%
AEIS vs BR
-31.7%
+112.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.7% |
| 7D | +2.3% | -3.0% | +5.2% | +0.2% |
| 30D | -14.8% | -0.3% | -14.5% | -14.5% |
| 3M | -15.6% | +17.3% | -32.9% | -2.5% |
| 6M | -8.7% | -6.7% | -2.0% | -7.4% |
| YTD | +37.3% | -23.4% | +60.8% | +23.3% |
| 1Y | +80.3% | -32.7% | +113.0% | +47.1% |
| All | +80.3% | -31.7% | +112.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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