+36.4%
BP vs AEIS
+173.5%
-137.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.3% | +2.2% |
| 7D | +0.9% | +8.1% | -7.2% | +0.3% |
| 30D | +9.1% | -11.1% | +20.3% | +9.9% |
| 3M | +3.9% | -5.6% | +9.6% | +3.3% |
| 6M | +13.6% | -0.6% | +14.3% | +10.8% |
| YTD | +34.0% | +38.0% | -4.0% | +23.3% |
| 1Y | +39.2% | +87.2% | -48.1% | +20.3% |
| 3Y | +36.4% | +179.7% | -143.3% | +7.2% |
| All | +36.4% | +173.5% | -137.1% | +7.2% |
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 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