+30.3%
BIL vs AEIS
+1,125.1%
-1,094.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.1% | +3.0% | -2.9% | +0.1% |
| 30D | +0.3% | -14.6% | +15.0% | +0.3% |
| 3M | +0.9% | -12.4% | +13.4% | +0.9% |
| 6M | +1.8% | -15.0% | +16.8% | +1.8% |
| YTD | +2.4% | +34.3% | -31.8% | +2.5% |
| 1Y | +3.7% | +87.4% | -83.6% | +3.8% |
| 3Y | +14.2% | +139.8% | -125.6% | +14.2% |
| 5Y | +19.4% | +220.7% | -201.3% | +19.5% |
| 10Y | +25.2% | +531.6% | -506.4% | +25.4% |
| All | +30.3% | +1,125.1% | -1,094.8% | +30.9% |
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