+14,102.8%
BN vs AEIS
+1,985.6%
+12,117.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.0% |
| 7D | -1.0% | +11.5% | -12.5% | -2.6% |
| 30D | +14.0% | -15.8% | +29.7% | +15.9% |
| 3M | -9.0% | -33.3% | +24.3% | -4.6% |
| 6M | -8.8% | -35.2% | +26.4% | -5.1% |
| YTD | -10.3% | +5.0% | -15.3% | -13.7% |
| 1Y | -5.8% | +8.5% | -14.3% | -9.9% |
| 3Y | +94.8% | +152.9% | -58.1% | +63.4% |
| 5Y | +31.5% | +144.6% | -113.2% | +10.4% |
| 10Y | +291.9% | +337.1% | -45.2% | +196.5% |
| All | +14,102.8% | +1,985.6% | +12,117.2% | +7,840.2% |
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