+29.0%
BMY vs AEIS
+145.4%
-116.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -1.3% | +23.2% | -24.5% | -1.6% |
| 30D | +10.0% | -17.0% | +27.0% | +10.4% |
| 3M | -1.2% | -32.2% | +31.0% | -0.2% |
| 6M | +12.8% | -32.6% | +45.4% | +13.4% |
| YTD | +20.7% | +9.4% | +11.3% | +17.6% |
| 1Y | +32.6% | +7.7% | +25.0% | +29.3% |
| 3Y | +41.8% | +157.9% | -116.1% | +30.6% |
| 5Y | +29.0% | +154.8% | -125.8% | +16.4% |
| All | +29.0% | +145.4% | -116.4% | +16.4% |
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