+924.6%
BMY vs AEIS
+2,566.8%
-1,642.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +0.4% | +3.0% | -2.6% | +0.1% |
| 30D | +5.0% | -14.6% | +19.7% | +6.1% |
| 3M | +19.4% | -12.4% | +31.8% | +19.6% |
| 6M | +9.5% | -15.0% | +24.5% | +9.6% |
| YTD | +28.1% | +34.3% | -6.2% | +23.3% |
| 1Y | +50.0% | +87.4% | -37.4% | +40.2% |
| 3Y | +24.1% | +139.8% | -115.7% | +12.2% |
| 5Y | +25.0% | +220.7% | -195.7% | +9.0% |
| 10Y | +68.7% | +531.6% | -462.9% | +34.9% |
| All | +924.6% | +2,566.8% | -1,642.2% | +551.3% |
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 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