+139.4%
BAC vs AEIS
+157.5%
-18.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | +1.1% | +3.0% | -1.9% | +0.6% |
| 30D | -0.4% | -14.6% | +14.3% | +2.1% |
| 3M | +16.9% | -12.4% | +29.3% | +17.3% |
| 6M | +26.6% | -15.0% | +41.6% | +26.2% |
| YTD | +15.8% | +34.3% | -18.5% | +1.8% |
| 1Y | +27.2% | +87.4% | -60.2% | -0.1% |
| All | +139.4% | +157.5% | -18.1% | +57.3% |
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