+2,157.8%
BDX vs AEIS
+2,566.8%
-409.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -2.5% | +3.0% | -5.5% | -2.8% |
| 30D | +8.3% | -14.6% | +22.9% | +9.4% |
| 3M | +24.4% | -12.4% | +36.8% | +24.6% |
| 6M | +9.2% | -15.0% | +24.1% | +9.2% |
| YTD | +22.7% | +34.3% | -11.6% | +18.1% |
| 1Y | +25.9% | +87.4% | -61.5% | +17.5% |
| 3Y | -10.5% | +139.8% | -150.2% | -19.2% |
| 5Y | +1.9% | +220.7% | -218.8% | -11.0% |
| 10Y | +58.7% | +531.6% | -472.9% | +26.9% |
| All | +2,157.8% | +2,566.8% | -409.0% | +1,234.3% |
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 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