+86.6%
BURL vs AEIS
+117.1%
-30.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -2.8% |
| 7D | +4.1% | -11.3% | +15.4% | +5.8% |
| 30D | -9.5% | -32.6% | +23.1% | -2.7% |
| 3M | -33.5% | -39.2% | +5.6% | -27.4% |
| 6M | -22.1% | -45.4% | +23.3% | -14.1% |
| YTD | -14.6% | -5.8% | -8.8% | -22.3% |
| 1Y | -8.4% | -10.0% | +1.6% | -15.6% |
| 3Y | +86.6% | +121.2% | -34.6% | +18.9% |
| All | +86.6% | +117.1% | -30.6% | +18.9% |
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