+670.8%
BP vs AEIS
+2,566.8%
-1,896.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | +3.9% | +3.0% | +1.0% | +3.6% |
| 30D | +7.6% | -14.6% | +22.3% | +9.4% |
| 3M | +0.7% | -12.4% | +13.1% | +1.1% |
| 6M | +15.5% | -15.0% | +30.5% | +15.4% |
| YTD | +30.8% | +34.3% | -3.5% | +23.4% |
| 1Y | +34.3% | +87.4% | -53.1% | +21.1% |
| 3Y | +35.1% | +139.8% | -104.7% | +16.2% |
| 5Y | +126.8% | +220.7% | -93.9% | +86.3% |
| 10Y | +123.4% | +531.6% | -408.2% | +65.5% |
| All | +670.8% | +2,566.8% | -1,896.0% | +347.4% |
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