-0.7%
BDX vs AEIS
+233.3%
-234.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | -3.6% | +6.5% | -10.0% | -3.9% |
| 30D | +0.7% | -9.2% | +9.9% | +1.1% |
| 3M | +19.0% | -8.3% | +27.3% | +18.5% |
| 6M | +10.8% | -6.3% | +17.1% | +9.6% |
| YTD | +20.1% | +36.5% | -16.4% | +14.5% |
| 1Y | +23.1% | +84.8% | -61.7% | +13.3% |
| 3Y | -8.8% | +176.6% | -185.4% | -21.1% |
| All | -0.7% | +233.3% | -234.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling