+2,849.4%
AEIS vs BUD
+201.1%
+2,648.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | -14.6% | -5.7% | -9.0% | -12.3% |
| 3M | -12.4% | +3.1% | -15.6% | -14.9% |
| 6M | -15.0% | +7.9% | -22.8% | -20.0% |
| YTD | +34.3% | +27.3% | +7.0% | +15.1% |
| 1Y | +87.4% | +37.8% | +49.6% | +53.1% |
| 3Y | +139.8% | +49.8% | +89.9% | +79.9% |
| 5Y | +220.7% | +43.8% | +176.9% | +140.9% |
| 10Y | +531.6% | -22.6% | +554.2% | +519.1% |
| All | +2,849.4% | +201.1% | +2,648.3% | +1,031.4% |
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