+397.7%
BAC vs AEIS
+545.5%
-147.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.8% |
| 7D | +0.6% | +6.5% | -5.8% | -1.2% |
| 30D | -1.4% | -9.2% | +7.8% | +0.9% |
| 3M | +15.7% | -8.3% | +24.1% | +15.1% |
| 6M | +32.2% | -6.3% | +38.5% | +28.2% |
| YTD | +15.8% | +36.5% | -20.7% | -2.3% |
| 1Y | +27.3% | +84.8% | -57.5% | -4.7% |
| 3Y | +137.5% | +176.6% | -39.1% | +47.4% |
| 5Y | +73.1% | +237.1% | -164.0% | -3.7% |
| 10Y | +397.7% | +554.7% | -156.9% | +86.9% |
| All | +397.7% | +545.5% | -147.8% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling