-13.6%
BKNG vs AEIS
+6.2%
-19.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -11.1% | +21.0% | +8.8% |
| 7D | +15.6% | -12.7% | +28.3% | +14.3% |
| 30D | +8.0% | -28.8% | +36.8% | +5.5% |
| 3M | -11.8% | -38.0% | +26.2% | -14.1% |
| 6M | +3.8% | -45.3% | +49.1% | +2.0% |
| YTD | -19.6% | +1.1% | -20.8% | -25.2% |
| 1Y | -13.6% | +8.6% | -22.2% | -20.2% |
| All | -13.6% | +6.2% | -19.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling