+933.1%
BURL vs AEIS
+1,104.9%
-171.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -11.1% | +18.8% | +10.8% |
| 7D | +10.4% | -12.7% | +23.1% | +14.0% |
| 30D | -4.9% | -28.8% | +23.9% | +3.4% |
| 3M | -29.8% | -38.0% | +8.3% | -21.2% |
| 6M | -16.5% | -45.3% | +28.8% | -5.4% |
| YTD | -10.5% | +1.1% | -11.7% | -18.1% |
| 1Y | -5.3% | +8.6% | -13.9% | -15.9% |
| 3Y | +95.1% | +132.5% | -37.5% | +30.2% |
| 5Y | -12.1% | +129.0% | -141.1% | -42.0% |
| 10Y | +273.2% | +358.1% | -85.0% | +82.1% |
| All | +933.1% | +1,104.9% | -171.8% | +341.0% |
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