-10.3%
BURL vs AEIS
+142.3%
-152.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.4% |
| 7D | -1.6% | +11.5% | -13.1% | -4.7% |
| 30D | -7.7% | -15.8% | +8.0% | -4.5% |
| 3M | -31.7% | -33.3% | +1.7% | -24.6% |
| 6M | -15.2% | -35.2% | +20.0% | -8.4% |
| YTD | -15.9% | +5.0% | -20.9% | -27.5% |
| 1Y | -14.2% | +8.5% | -22.7% | -27.3% |
| 3Y | +93.5% | +152.9% | -59.4% | +2.1% |
| All | -10.3% | +142.3% | -152.6% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling