+3.2%
BBWI vs AEIS
+6.8%
-3.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | 0.0% |
| 7D | -7.7% | +9.5% | -17.2% | -8.3% |
| 30D | +24.8% | -17.5% | +42.3% | +26.5% |
| 3M | +16.2% | -29.3% | +45.5% | +18.9% |
| 6M | +15.8% | -34.7% | +50.5% | +17.4% |
| YTD | +11.4% | +10.7% | +0.7% | -9.2% |
| 1Y | +3.2% | +7.4% | -4.2% | -14.3% |
| All | +3.2% | +6.8% | -3.6% | -14.3% |
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 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