+535.3%
BAC vs AEIS
+2,004.7%
-1,469.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.1% | -6.9% | +8.9% | +3.0% |
| 30D | -6.7% | -23.2% | +16.5% | -2.5% |
| 3M | -20.2% | -29.5% | +9.2% | -15.8% |
| 6M | -0.2% | -37.9% | +37.7% | +6.2% |
| YTD | -6.4% | +6.0% | -12.4% | -12.0% |
| 1Y | -3.1% | +1.2% | -4.3% | -8.2% |
| 3Y | +96.7% | +150.0% | -53.2% | +50.6% |
| 5Y | +21.3% | +141.9% | -120.6% | -8.0% |
| 10Y | +237.7% | +356.2% | -118.4% | +115.0% |
| All | +535.3% | +2,004.7% | -1,469.4% | +164.3% |
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 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