+89.6%
BURL vs AEIS
+104.6%
-15.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.2% | +9.3% | -0.5% |
| 7D | +3.5% | -22.6% | +26.0% | +8.2% |
| 30D | -9.3% | -38.7% | +29.4% | -0.5% |
| 3M | -32.1% | -43.6% | +11.5% | -24.6% |
| 6M | -19.8% | -46.2% | +26.4% | -11.6% |
| YTD | -13.2% | -11.2% | -1.9% | -20.0% |
| 1Y | -7.8% | -17.7% | +9.8% | -13.2% |
| All | +89.6% | +104.6% | -15.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling