+252.5%
BURL vs AEIS
+347.9%
-95.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.6% |
| 7D | +5.9% | -6.9% | +12.7% | +7.2% |
| 30D | -8.3% | -23.2% | +14.9% | -2.3% |
| 3M | -31.6% | -29.5% | -2.2% | -26.0% |
| 6M | -16.6% | -37.9% | +21.3% | -8.6% |
| YTD | -12.1% | +6.0% | -18.1% | -22.0% |
| 1Y | -10.0% | +1.2% | -11.2% | -19.1% |
| 3Y | +94.3% | +150.0% | -55.7% | +19.6% |
| 5Y | -13.2% | +141.9% | -155.1% | -47.1% |
| 10Y | +252.5% | +356.2% | -103.6% | +41.0% |
| All | +252.5% | +347.9% | -95.4% | +41.0% |
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