+25.9%
BDX vs AEIS
+93.3%
-67.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | -2.5% | +3.0% | -5.5% | -2.4% |
| 30D | +8.3% | -14.6% | +22.9% | +7.9% |
| 3M | +24.4% | -12.4% | +36.8% | +23.6% |
| 6M | +9.2% | -15.0% | +24.1% | +8.3% |
| YTD | +22.7% | +34.3% | -11.6% | +20.9% |
| 1Y | +25.9% | +87.4% | -61.5% | +18.3% |
| All | +25.9% | +93.3% | -67.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling