+166.6%
AEIS vs BWA
+65.2%
+101.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.2% |
| 7D | +9.5% | +1.7% | +7.8% | +8.7% |
| 30D | -17.5% | -14.6% | -2.9% | -6.5% |
| 3M | -29.3% | -26.2% | -3.0% | -10.9% |
| 6M | -34.7% | -18.4% | -16.3% | -23.1% |
| YTD | +10.7% | +14.7% | -3.9% | +0.1% |
| 1Y | +7.4% | +13.3% | -5.9% | -2.2% |
| All | +166.6% | +65.2% | +101.4% | +71.9% |
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