+33.0%
BLK vs AEIS
+232.6%
-199.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +0.2% |
| 7D | -3.3% | +2.3% | -5.6% | -4.0% |
| 30D | -6.5% | -14.8% | +8.3% | -2.6% |
| 3M | +6.7% | -15.6% | +22.3% | +9.2% |
| 6M | +14.7% | -8.7% | +23.4% | +12.1% |
| YTD | +2.5% | +37.3% | -34.8% | -14.6% |
| 1Y | -2.8% | +80.3% | -83.1% | -28.1% |
| 3Y | +65.9% | +177.9% | -112.1% | -3.1% |
| All | +33.0% | +232.6% | -199.6% | -33.2% |
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