-14.7%
BA vs AEIS
+162.3%
-177.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.2% |
| 7D | -1.4% | +9.5% | -10.9% | -3.3% |
| 30D | -7.9% | -17.5% | +9.6% | -5.1% |
| 3M | -25.2% | -29.3% | +4.1% | -20.8% |
| 6M | -26.7% | -34.7% | +8.0% | -22.5% |
| YTD | -19.6% | +10.7% | -30.3% | -28.8% |
| 1Y | -10.6% | +7.4% | -18.0% | -20.2% |
| All | -14.7% | +162.3% | -177.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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