+2,227.7%
AEIS vs BUD
+222.5%
+2,005.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -6.9% | +6.0% | -12.9% | -9.9% |
| 30D | -23.2% | +11.3% | -34.5% | -28.3% |
| 3M | -29.5% | +3.6% | -33.0% | -32.2% |
| 6M | -37.9% | +7.7% | -45.6% | -42.0% |
| YTD | +6.0% | +36.4% | -30.4% | -13.8% |
| 1Y | +1.2% | +37.8% | -36.6% | -18.4% |
| 3Y | +150.0% | +51.2% | +98.7% | +84.8% |
| 5Y | +141.9% | +53.4% | +88.5% | +73.1% |
| 10Y | +356.2% | -3.2% | +359.4% | +287.9% |
| All | +2,227.7% | +222.5% | +2,005.3% | +747.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling