+2,766.8%
AEIS vs BWA
+2,669.2%
+97.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.3% | +0.7% |
| 7D | +3.0% | +5.7% | -2.7% | -0.4% |
| 30D | -14.6% | +1.4% | -16.1% | -15.4% |
| 3M | -12.4% | -12.1% | -0.4% | -4.9% |
| 6M | -15.0% | +28.6% | -43.5% | -26.5% |
| YTD | +34.3% | +51.1% | -16.8% | +4.2% |
| 1Y | +87.4% | +55.9% | +31.5% | +42.2% |
| 3Y | +139.8% | +70.1% | +69.6% | +69.5% |
| 5Y | +220.7% | +90.7% | +130.0% | +106.4% |
| 10Y | +531.6% | +154.0% | +377.6% | +222.6% |
| All | +2,766.8% | +2,669.2% | +97.6% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling