+335.2%
AEIS vs BWA
+94.2%
+240.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | +11.5% | +4.3% | +7.2% | +8.7% |
| 30D | -15.8% | -13.0% | -2.7% | -6.7% |
| 3M | -33.3% | -24.8% | -8.5% | -18.8% |
| 6M | -35.2% | -23.5% | -11.7% | -21.6% |
| YTD | +5.0% | +13.8% | -8.8% | -3.2% |
| 1Y | +8.5% | +13.4% | -5.0% | 0.0% |
| 3Y | +152.9% | +62.8% | +90.1% | +82.0% |
| 5Y | +144.6% | +28.5% | +116.2% | +95.5% |
| All | +335.2% | +94.2% | +240.9% | +176.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling