+87.4%
AEIS vs BUD
+36.8%
+50.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | -14.6% | -5.7% | -9.0% | -14.6% |
| 3M | -12.4% | +3.1% | -15.6% | -12.9% |
| 6M | -15.0% | +7.9% | -22.8% | -16.1% |
| YTD | +34.3% | +27.3% | +7.0% | +33.0% |
| 1Y | +87.4% | +37.8% | +49.6% | +89.2% |
| All | +87.4% | +36.8% | +50.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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