+24.3%
BMY vs AEIS
+232.6%
-208.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.4% |
| 7D | -4.8% | +2.3% | -7.0% | -4.8% |
| 30D | -0.1% | -14.8% | +14.7% | +0.4% |
| 3M | +13.1% | -15.6% | +28.7% | +13.3% |
| 6M | +8.4% | -8.7% | +17.1% | +7.7% |
| YTD | +22.0% | +37.3% | -15.4% | +18.0% |
| 1Y | +40.3% | +80.3% | -40.0% | +33.2% |
| 3Y | +20.5% | +177.9% | -157.4% | +10.1% |
| All | +24.3% | +232.6% | -208.3% | +10.0% |
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