+56.7%
BDX vs AEIS
+562.2%
-505.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.3% |
| 7D | -3.2% | +2.3% | -5.4% | -3.4% |
| 30D | -2.5% | -14.8% | +12.3% | -1.1% |
| 3M | +21.4% | -15.6% | +37.0% | +22.2% |
| 6M | +10.4% | -8.7% | +19.1% | +9.3% |
| YTD | +18.8% | +37.3% | -18.5% | +11.5% |
| 1Y | +21.7% | +80.3% | -58.7% | +9.6% |
| 3Y | -10.0% | +177.9% | -187.9% | -25.1% |
| 5Y | -1.8% | +235.8% | -237.6% | -22.1% |
| All | +56.7% | +562.2% | -505.5% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling