+902.7%
BURL vs AEIS
+957.4%
-54.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.2% | +9.3% | +0.5% |
| 7D | +3.5% | -22.6% | +26.0% | +10.3% |
| 30D | -9.3% | -38.7% | +29.4% | +2.7% |
| 3M | -32.1% | -43.6% | +11.5% | -22.0% |
| 6M | -19.8% | -46.2% | +26.4% | -8.9% |
| YTD | -13.2% | -11.2% | -1.9% | -17.6% |
| 1Y | -7.8% | -17.7% | +9.8% | -10.7% |
| 3Y | +89.3% | +104.1% | -14.8% | +30.9% |
| 5Y | -15.8% | +98.5% | -114.3% | -42.3% |
| 10Y | +262.2% | +302.0% | -39.9% | +83.0% |
| All | +902.7% | +957.4% | -54.7% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling