+98.0%
BN vs AEIS
+159.1%
-61.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.3% | +23.2% | -23.5% | -5.6% |
| 30D | +13.6% | -17.0% | +30.6% | +17.8% |
| 3M | -6.7% | -32.2% | +25.5% | +1.9% |
| 6M | -9.0% | -32.6% | +23.6% | -3.2% |
| YTD | -8.8% | +9.4% | -18.2% | -22.9% |
| 1Y | -10.6% | +7.7% | -18.3% | -24.0% |
| All | +98.0% | +159.1% | -61.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling