+61.0%
BMY vs AEIS
+531.1%
-470.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | +0.2% | -16.4% | +16.6% | +1.8% |
| 3M | +16.0% | -11.1% | +27.1% | +15.9% |
| 6M | +8.3% | -12.0% | +20.4% | +7.8% |
| YTD | +22.2% | +30.9% | -8.7% | +15.5% |
| 1Y | +41.7% | +74.3% | -32.6% | +28.8% |
| 3Y | +20.7% | +165.2% | -144.5% | +1.9% |
| 5Y | +23.9% | +220.0% | -196.1% | -0.6% |
| All | +61.0% | +531.1% | -470.1% | +5.3% |
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 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