+256.9%
BN vs AEIS
+531.1%
-274.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.1% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -15.1% | -16.4% | +1.3% | -10.5% |
| 3M | -14.6% | -11.1% | -3.4% | -14.2% |
| 6M | -8.4% | -12.0% | +3.6% | -9.1% |
| YTD | -16.8% | +30.9% | -47.7% | -29.3% |
| 1Y | -14.4% | +74.3% | -88.7% | -35.2% |
| 3Y | +70.1% | +165.2% | -95.1% | +7.2% |
| 5Y | +33.5% | +220.0% | -186.5% | -22.4% |
| All | +256.9% | +531.1% | -274.2% | +57.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling