+7.7%
AEIS vs BUD
+31.7%
-24.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.3% |
| 7D | +23.2% | -1.6% | +24.8% | +22.3% |
| 30D | -17.0% | +6.7% | -23.7% | -15.0% |
| 3M | -32.2% | +5.9% | -38.0% | -30.4% |
| 6M | -32.6% | +5.1% | -37.6% | -31.0% |
| YTD | +9.4% | +32.9% | -23.5% | +10.6% |
| 1Y | +7.7% | +31.8% | -24.2% | +9.0% |
| All | +7.7% | +31.7% | -24.1% | +9.0% |
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