+179.7%
AEIS vs BWA
+72.9%
+106.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +4.0% |
| 7D | +8.1% | +4.3% | +3.9% | +5.1% |
| 30D | -11.1% | -2.9% | -8.2% | -9.4% |
| 3M | -5.6% | -12.4% | +6.8% | +3.1% |
| 6M | -0.6% | +28.6% | -29.2% | -14.8% |
| YTD | +38.0% | +48.2% | -10.2% | +6.1% |
| 1Y | +87.2% | +50.9% | +36.3% | +41.8% |
| 3Y | +179.7% | +72.2% | +107.5% | +69.9% |
| All | +179.7% | +72.9% | +106.8% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling