+134.0%
BP vs AEIS
+531.1%
-397.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.7% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +8.1% | -16.4% | +24.5% | +11.7% |
| 3M | +8.6% | -11.1% | +19.7% | +8.6% |
| 6M | +18.1% | -12.0% | +30.2% | +16.5% |
| YTD | +37.6% | +30.9% | +6.7% | +21.8% |
| 1Y | +39.4% | +74.3% | -34.9% | +13.3% |
| 3Y | +40.1% | +165.2% | -125.1% | -2.3% |
| 5Y | +141.3% | +220.0% | -78.7% | +53.4% |
| All | +134.0% | +531.1% | -397.0% | +16.1% |
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 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