+261.3%
BN vs AEIS
+558.2%
-297.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -3.0% | +6.5% | -9.5% | -5.0% |
| 30D | -13.0% | -9.2% | -3.8% | -10.8% |
| 3M | -15.2% | -8.3% | -6.9% | -15.7% |
| 6M | -5.9% | -6.3% | +0.4% | -8.6% |
| YTD | -15.8% | +36.5% | -52.3% | -29.4% |
| 1Y | -12.2% | +84.8% | -96.9% | -34.8% |
| 3Y | +72.2% | +176.6% | -104.4% | +7.1% |
| 5Y | +33.2% | +237.1% | -203.9% | -23.9% |
| All | +261.3% | +558.2% | -297.0% | +56.9% |
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 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