+12,790.5%
BLK vs AEIS
+855.4%
+11,935.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -2.7% | +6.5% | -9.1% | -4.0% |
| 30D | -4.8% | -9.2% | +4.4% | -3.2% |
| 3M | +6.5% | -8.3% | +14.8% | +6.3% |
| 6M | +13.1% | -6.3% | +19.5% | +11.5% |
| YTD | +1.8% | +36.5% | -34.7% | -8.2% |
| 1Y | -1.0% | +84.8% | -85.7% | -17.2% |
| 3Y | +66.0% | +176.6% | -110.6% | +24.0% |
| 5Y | +31.2% | +237.1% | -205.9% | -6.9% |
| 10Y | +278.5% | +554.7% | -276.2% | +121.3% |
| All | +12,790.5% | +855.4% | +11,935.1% | +4,443.6% |
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