+26.7%
BAC vs AEIS
+87.5%
-60.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.6% |
| 7D | +1.2% | +8.1% | -7.0% | +0.8% |
| 30D | -0.7% | -11.1% | +10.4% | -0.2% |
| 3M | +16.9% | -5.6% | +22.6% | +16.2% |
| 6M | +29.6% | -0.6% | +30.2% | +27.6% |
| YTD | +15.3% | +38.0% | -22.8% | +11.3% |
| All | +26.7% | +87.5% | -60.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling