+21.7%
BDX vs AEIS
+81.9%
-60.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.9% |
| 7D | -3.2% | +2.3% | -5.4% | -3.1% |
| 30D | -2.5% | -14.8% | +12.3% | -2.9% |
| 3M | +21.4% | -15.6% | +37.0% | +21.1% |
| 6M | +10.4% | -8.7% | +19.1% | +9.3% |
| YTD | +18.8% | +37.3% | -18.5% | +17.2% |
| 1Y | +21.7% | +80.3% | -58.7% | +17.7% |
| All | +21.7% | +81.9% | -60.2% | +17.7% |
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