-34.4%
BBWI vs AEIS
+83.8%
-118.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -6.2% |
| 7D | -4.4% | +6.5% | -10.9% | -5.1% |
| 30D | -7.4% | -9.2% | +1.8% | -7.0% |
| 3M | -2.2% | -8.3% | +6.1% | -4.2% |
| 6M | -16.3% | -6.3% | -10.0% | -19.3% |
| YTD | -9.1% | +36.5% | -45.6% | -21.2% |
| All | -34.4% | +83.8% | -118.2% | -47.0% |
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