+696.3%
BP vs AEIS
+2,098.8%
-1,402.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -2.9% | +1.0% |
| 7D | -0.8% | +9.5% | -10.2% | -2.0% |
| 30D | -3.1% | -17.5% | +14.4% | -1.5% |
| 3M | +6.2% | -29.3% | +35.4% | +9.5% |
| 6M | +4.8% | -34.7% | +39.5% | +7.8% |
| YTD | +35.2% | +10.7% | +24.4% | +29.3% |
| 1Y | +27.4% | +7.4% | +20.0% | +22.2% |
| 3Y | +49.8% | +161.1% | -111.4% | +26.7% |
| 5Y | +109.4% | +150.7% | -41.3% | +75.7% |
| 10Y | +135.7% | +360.8% | -225.1% | +79.4% |
| All | +696.3% | +2,098.8% | -1,402.4% | +369.1% |
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