+521.0%
AEIS vs BWA
+153.1%
+367.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -16.4% | -5.5% | -10.9% | -13.3% |
| 3M | -11.1% | -7.6% | -3.5% | -6.1% |
| 6M | -12.0% | +25.0% | -37.0% | -23.5% |
| YTD | +30.9% | +47.0% | -16.1% | +1.2% |
| 1Y | +74.3% | +54.0% | +20.3% | +30.4% |
| 3Y | +165.2% | +70.7% | +94.5% | +80.4% |
| 5Y | +220.0% | +86.7% | +133.4% | +98.7% |
| All | +521.0% | +153.1% | +367.9% | +221.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling