+167.9%
AEIS vs BUD
+50.2%
+117.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -14.6% | -5.7% | -9.0% | -13.9% |
| 3M | -12.4% | +3.1% | -15.6% | -13.4% |
| 6M | -15.0% | +7.9% | -22.8% | -16.9% |
| YTD | +34.3% | +27.3% | +7.0% | +26.5% |
| 1Y | +87.4% | +37.8% | +49.6% | +73.1% |
| All | +167.9% | +50.2% | +117.8% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling