+49.2%
BP vs AEIS
+152.4%
-103.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.2% | -0.6% |
| 7D | -6.9% | +1.0% | -7.8% | -7.0% |
| 30D | -3.6% | -24.0% | +20.4% | -2.1% |
| 3M | +8.4% | -32.5% | +40.9% | +10.7% |
| 6M | +5.3% | -38.6% | +43.9% | +7.9% |
| YTD | +33.2% | +4.8% | +28.3% | +24.3% |
| 1Y | +28.2% | +1.3% | +26.8% | +20.1% |
| 3Y | +49.2% | +159.2% | -110.0% | +18.3% |
| All | +49.2% | +152.4% | -103.1% | +18.3% |
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