+241.7%
AEIS vs BUD
+45.2%
+196.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +8.1% | +0.8% | +7.4% | +7.9% |
| 30D | -11.1% | -4.8% | -6.3% | -9.8% |
| 3M | -5.6% | +1.4% | -7.0% | -6.9% |
| 6M | -0.6% | +9.9% | -10.5% | -5.5% |
| YTD | +38.0% | +26.3% | +11.7% | +24.1% |
| 1Y | +87.2% | +36.1% | +51.1% | +62.8% |
| 3Y | +179.7% | +48.6% | +131.1% | +125.8% |
| 5Y | +241.7% | +45.0% | +196.7% | +173.5% |
| All | +241.7% | +45.2% | +196.6% | +173.5% |
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