+684.5%
BP vs AEIS
+1,982.0%
-1,297.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.2% | -1.2% |
| 7D | -6.9% | +1.0% | -7.8% | -7.2% |
| 30D | -3.6% | -24.0% | +20.4% | -1.0% |
| 3M | +8.4% | -32.5% | +40.9% | +12.4% |
| 6M | +5.3% | -38.6% | +43.9% | +9.1% |
| YTD | +33.2% | +4.8% | +28.3% | +28.2% |
| 1Y | +28.2% | +1.3% | +26.8% | +23.8% |
| 3Y | +49.2% | +159.2% | -110.0% | +26.3% |
| 5Y | +102.9% | +140.8% | -37.9% | +71.0% |
| 10Y | +127.7% | +349.8% | -222.1% | +73.9% |
| All | +684.5% | +1,982.0% | -1,297.4% | +365.1% |
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 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