+949.3%
BBWI vs AEIS
+2,566.8%
-1,617.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.4% |
| 7D | +1.5% | +3.0% | -1.5% | +1.0% |
| 30D | -5.2% | -14.6% | +9.5% | -2.7% |
| 3M | +11.1% | -12.4% | +23.5% | +11.8% |
| 6M | -13.4% | -15.0% | +1.6% | -13.0% |
| YTD | +0.1% | +34.3% | -34.2% | -8.6% |
| 1Y | -36.1% | +87.4% | -123.5% | -45.6% |
| 3Y | -44.1% | +139.8% | -183.9% | -55.0% |
| 5Y | -66.2% | +220.7% | -287.0% | -74.3% |
| 10Y | -54.8% | +531.6% | -586.4% | -70.3% |
| All | +949.3% | +2,566.8% | -1,617.5% | +382.3% |
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