-6.9%
BURL vs AEIS
+152.4%
-159.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +0.4% | +23.2% | -22.8% | -5.6% |
| 30D | -4.3% | -17.0% | +12.7% | -0.5% |
| 3M | -28.8% | -32.2% | +3.4% | -21.8% |
| 6M | -12.8% | -32.6% | +19.7% | -7.0% |
| YTD | -12.8% | +9.4% | -22.2% | -25.7% |
| 1Y | -12.3% | +7.7% | -19.9% | -25.0% |
| 3Y | +92.7% | +157.9% | -65.3% | +1.6% |
| All | -6.9% | +152.4% | -159.3% | -54.3% |
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 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