+14,335.0%
BN vs AEIS
+2,072.0%
+12,263.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -0.3% | +23.2% | -23.5% | -3.4% |
| 30D | +13.6% | -17.0% | +30.6% | +15.8% |
| 3M | -6.7% | -32.2% | +25.5% | -2.4% |
| 6M | -9.0% | -32.6% | +23.6% | -5.8% |
| YTD | -8.8% | +9.4% | -18.2% | -12.8% |
| 1Y | -10.6% | +7.7% | -18.3% | -14.4% |
| 3Y | +98.8% | +157.9% | -59.2% | +66.2% |
| 5Y | +33.6% | +154.8% | -121.1% | +11.6% |
| 10Y | +298.3% | +355.2% | -56.9% | +199.6% |
| All | +14,335.0% | +2,072.0% | +12,263.0% | +7,922.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling