+1,033.7%
BBWI vs AEIS
+2,072.0%
-1,038.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -4.5% | +23.2% | -27.8% | -8.5% |
| 30D | +17.1% | -17.0% | +34.1% | +19.9% |
| 3M | +17.5% | -32.2% | +49.6% | +24.3% |
| 6M | +12.8% | -32.6% | +45.4% | +17.5% |
| YTD | +8.2% | +9.4% | -1.2% | +1.3% |
| 1Y | -1.8% | +7.7% | -9.5% | -7.6% |
| 3Y | -25.8% | +157.9% | -183.7% | -41.8% |
| 5Y | -68.0% | +154.8% | -222.8% | -74.9% |
| 10Y | -47.6% | +355.2% | -402.8% | -64.0% |
| All | +1,033.7% | +2,072.0% | -1,038.3% | +434.5% |
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 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