+120.2%
BKR vs AEIS
+562.2%
-442.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -2.1% |
| 7D | -7.0% | +2.3% | -9.3% | -7.6% |
| 30D | -8.1% | -14.8% | +6.7% | -3.9% |
| 3M | -6.6% | -15.6% | +9.0% | -4.2% |
| 6M | +0.9% | -8.7% | +9.6% | -0.6% |
| YTD | +31.1% | +37.3% | -6.2% | +11.9% |
| 1Y | +27.7% | +80.3% | -52.6% | -1.8% |
| 3Y | +71.2% | +177.9% | -106.7% | +9.0% |
| 5Y | +177.6% | +235.8% | -58.2% | +58.1% |
| All | +120.2% | +562.2% | -442.1% | -2.4% |
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