+240.7%
BURL vs AEIS
+320.4%
-79.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -3.4% |
| 7D | +4.1% | -11.3% | +15.4% | +6.8% |
| 30D | -9.5% | -32.6% | +23.1% | +0.4% |
| 3M | -33.5% | -39.2% | +5.6% | -24.6% |
| 6M | -22.1% | -45.4% | +23.3% | -11.1% |
| YTD | -14.6% | -5.8% | -8.8% | -21.4% |
| 1Y | -8.4% | -10.0% | +1.6% | -14.6% |
| 3Y | +86.6% | +121.2% | -34.6% | +19.2% |
| 5Y | -17.2% | +110.6% | -127.8% | -47.3% |
| All | +240.7% | +320.4% | -79.7% | +40.4% |
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 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