+246.5%
BBY vs AEIS
+562.2%
-315.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.9% | +1.5% |
| 7D | +0.6% | +2.3% | -1.7% | -0.2% |
| 30D | +9.4% | -14.8% | +24.2% | +14.1% |
| 3M | +19.3% | -15.6% | +34.9% | +21.9% |
| 6M | +47.9% | -8.7% | +56.6% | +43.4% |
| YTD | +39.6% | +37.3% | +2.2% | +14.5% |
| 1Y | +22.2% | +80.3% | -58.2% | -10.4% |
| 3Y | +45.0% | +177.9% | -133.0% | -12.8% |
| 5Y | +2.6% | +235.8% | -233.3% | -43.6% |
| All | +246.5% | +562.2% | -315.7% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling