+837.0%
BA vs AEIS
+2,566.8%
-1,729.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +1.2% | +3.0% | -1.8% | +0.6% |
| 30D | -11.6% | -14.6% | +3.0% | -9.4% |
| 3M | -2.4% | -12.4% | +10.1% | -1.6% |
| 6M | -6.6% | -15.0% | +8.3% | -6.2% |
| YTD | -2.2% | +34.3% | -36.5% | -9.8% |
| 1Y | -8.0% | +87.4% | -95.4% | -20.5% |
| 3Y | -5.0% | +139.8% | -144.8% | -22.7% |
| 5Y | -2.7% | +220.7% | -223.4% | -25.1% |
| 10Y | +75.9% | +531.6% | -455.7% | +20.4% |
| All | +837.0% | +2,566.8% | -1,729.8% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling