+216.9%
BURL vs AEIS
+528.7%
-311.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.9% |
| 7D | -2.8% | +3.0% | -5.8% | -3.8% |
| 30D | -28.2% | -14.6% | -13.5% | -25.0% |
| 3M | -17.6% | -12.4% | -5.2% | -17.0% |
| 6M | -11.8% | -15.0% | +3.2% | -11.7% |
| YTD | -8.1% | +34.3% | -42.4% | -22.6% |
| 1Y | -12.0% | +87.4% | -99.3% | -35.2% |
| 3Y | +63.3% | +139.8% | -76.5% | +5.4% |
| 5Y | -10.8% | +220.7% | -231.5% | -49.3% |
| All | +216.9% | +528.7% | -311.8% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling