+40.6%
BBY vs AEIS
+160.8%
-120.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +5.8% | -16.4% | +22.2% | +9.4% |
| 3M | +18.0% | -11.1% | +29.2% | +17.8% |
| 6M | +39.8% | -12.0% | +51.9% | +36.7% |
| YTD | +35.4% | +30.9% | +4.5% | +11.4% |
| 1Y | +21.4% | +74.3% | -52.9% | -12.6% |
| All | +40.6% | +160.8% | -120.2% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling