+353.2%
AEIS vs BWA
+94.6%
+258.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +23.2% | +7.3% | +15.9% | +17.9% |
| 30D | -17.0% | -15.8% | -1.2% | -6.1% |
| 3M | -32.2% | -25.7% | -6.4% | -16.7% |
| 6M | -32.6% | -19.6% | -13.0% | -21.1% |
| YTD | +9.4% | +14.1% | -4.7% | +0.7% |
| 1Y | +7.7% | +12.2% | -4.5% | 0.0% |
| 3Y | +157.9% | +63.8% | +94.1% | +84.8% |
| 5Y | +154.8% | +28.7% | +126.0% | +103.4% |
| All | +353.2% | +94.6% | +258.6% | +187.9% |
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