+39.4%
BP vs AEIS
+76.3%
-36.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.7% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +8.1% | -16.4% | +24.5% | +7.5% |
| 3M | +8.6% | -11.1% | +19.7% | +8.3% |
| 6M | +18.1% | -12.0% | +30.2% | +17.4% |
| YTD | +37.6% | +30.9% | +6.7% | +33.6% |
| 1Y | +39.4% | +74.3% | -34.9% | +34.5% |
| All | +39.4% | +76.3% | -36.9% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling