+551.6%
AEIS vs BRKR
+155.3%
+396.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +2.3% | -8.7% | +10.9% | +6.5% |
| 30D | -14.8% | -9.9% | -5.0% | -10.9% |
| 3M | -15.6% | -3.1% | -12.5% | -18.1% |
| 6M | -8.7% | +45.5% | -54.2% | -29.8% |
| YTD | +37.3% | +13.7% | +23.6% | +18.5% |
| 1Y | +80.3% | +67.4% | +12.9% | +24.4% |
| 3Y | +177.9% | -13.2% | +191.2% | +151.7% |
| 5Y | +235.8% | -39.5% | +275.3% | +264.5% |
| All | +551.6% | +155.3% | +396.3% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling