+60.1%
BMY vs AEIS
+332.3%
-272.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.1% |
| 7D | +2.1% | +11.5% | -9.4% | +1.0% |
| 30D | +7.0% | -15.8% | +22.8% | +8.1% |
| 3M | -0.9% | -33.3% | +32.4% | +2.1% |
| 6M | +14.9% | -35.2% | +50.1% | +17.5% |
| YTD | +22.8% | +5.0% | +17.8% | +17.6% |
| 1Y | +36.2% | +8.5% | +27.8% | +29.9% |
| 3Y | +45.7% | +152.9% | -107.2% | +21.9% |
| 5Y | +31.3% | +144.6% | -113.4% | +7.7% |
| All | +60.1% | +332.3% | -272.3% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling