+140.8%
AEIS vs BUD
+51.0%
+89.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.3% | +10.0% | +11.0% |
| 7D | +1.0% | +1.3% | -0.4% | +0.5% |
| 30D | -24.0% | +10.0% | -34.1% | -26.4% |
| 3M | -32.5% | +1.6% | -34.1% | -33.2% |
| 6M | -38.6% | +6.5% | -45.1% | -40.5% |
| YTD | +4.8% | +34.8% | -30.0% | -7.6% |
| 1Y | +1.3% | +36.5% | -35.1% | -11.3% |
| 3Y | +159.2% | +49.0% | +110.3% | +113.1% |
| 5Y | +140.8% | +51.7% | +89.1% | +90.5% |
| All | +140.8% | +51.0% | +89.8% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling