-57.4%
BBWI vs AEIS
+545.5%
-602.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -5.9% |
| 7D | -4.4% | +6.5% | -10.9% | -6.7% |
| 30D | -7.4% | -9.2% | +1.8% | -5.0% |
| 3M | -2.2% | -8.3% | +6.1% | -3.6% |
| 6M | -16.3% | -6.3% | -10.0% | -20.1% |
| YTD | -9.1% | +36.5% | -45.6% | -27.4% |
| 1Y | -34.5% | +84.8% | -119.3% | -54.8% |
| 3Y | -47.0% | +176.6% | -223.5% | -70.4% |
| 5Y | -68.8% | +237.1% | -305.9% | -84.4% |
| 10Y | -57.4% | +554.7% | -612.0% | -85.4% |
| All | -57.4% | +545.5% | -602.9% | -85.4% |
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