+87.4%
BAC vs AEIS
+117.1%
-29.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.6% |
| 7D | -1.2% | -11.3% | +10.1% | +0.3% |
| 30D | -7.7% | -32.6% | +24.9% | -2.2% |
| 3M | -21.2% | -39.2% | +18.0% | -15.5% |
| 6M | -6.8% | -45.4% | +38.5% | +0.4% |
| YTD | -8.7% | -5.8% | -2.9% | -15.3% |
| 1Y | -5.3% | -10.0% | +4.7% | -11.3% |
| 3Y | +87.4% | +121.2% | -33.7% | +24.6% |
| All | +87.4% | +117.1% | -29.7% | +24.6% |
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