-67.4%
BBWI vs AEIS
+150.6%
-218.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | -1.2% |
| 7D | -7.7% | +9.5% | -17.2% | -10.8% |
| 30D | +24.8% | -17.5% | +42.3% | +30.5% |
| 3M | +16.2% | -29.3% | +45.5% | +26.9% |
| 6M | +15.8% | -34.7% | +50.5% | +25.4% |
| YTD | +11.4% | +10.7% | +0.7% | -9.9% |
| 1Y | +3.2% | +7.4% | -4.2% | -15.2% |
| 3Y | -23.5% | +161.1% | -184.6% | -63.5% |
| 5Y | -67.4% | +150.7% | -218.1% | -85.5% |
| All | -67.4% | +150.6% | -218.0% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling