+8.6%
AEIS vs BWA
+17.4%
-8.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.5% | -8.6% | -9.3% |
| 7D | -12.7% | -9.9% | -2.8% | -5.6% |
| 30D | -28.8% | -16.4% | -12.5% | -18.7% |
| 3M | -38.0% | -19.8% | -18.2% | -27.2% |
| 6M | -45.3% | -10.0% | -35.3% | -39.3% |
| YTD | +1.1% | +12.7% | -11.6% | -8.2% |
| 1Y | +8.6% | +15.7% | -7.0% | -2.5% |
| All | +8.6% | +17.4% | -8.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling