-0.9%
BA vs AEIS
+219.5%
-220.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | +1.2% | +3.0% | -1.8% | +0.3% |
| 30D | -11.6% | -14.6% | +3.0% | -7.9% |
| 3M | -2.4% | -12.4% | +10.1% | -1.6% |
| 6M | -6.6% | -15.0% | +8.3% | -6.8% |
| YTD | -2.2% | +34.3% | -36.5% | -18.8% |
| 1Y | -8.0% | +87.4% | -95.4% | -34.2% |
| 3Y | -5.0% | +139.8% | -144.8% | -42.0% |
| All | -0.9% | +219.5% | -220.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling