+220.0%
AEIS vs BR
+7.7%
+212.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -0.2% | -6.0% | +5.8% | +1.3% |
| 30D | -16.4% | -0.9% | -15.6% | -16.5% |
| 3M | -11.1% | +16.4% | -27.5% | -15.9% |
| 6M | -12.0% | -8.2% | -3.9% | -9.0% |
| YTD | +30.9% | -23.2% | +54.1% | +46.8% |
| 1Y | +74.3% | -30.9% | +105.3% | +107.1% |
| 3Y | +165.2% | -5.0% | +170.2% | +151.9% |
| 5Y | +220.0% | +8.8% | +211.3% | +143.2% |
| All | +220.0% | +7.7% | +212.4% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling