+81.0%
BSX vs AEIS
+562.2%
-481.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.2% |
| 7D | -10.1% | +2.3% | -12.3% | -10.5% |
| 30D | -16.4% | -14.8% | -1.6% | -14.1% |
| 3M | -8.9% | -15.6% | +6.7% | -7.7% |
| 6M | -38.3% | -8.7% | -29.6% | -39.4% |
| YTD | -54.9% | +37.3% | -92.3% | -60.0% |
| 1Y | -58.8% | +80.3% | -139.1% | -66.2% |
| 3Y | -21.2% | +177.9% | -199.2% | -44.4% |
| 5Y | -3.3% | +235.8% | -239.2% | -37.2% |
| All | +81.0% | +562.2% | -481.2% | -15.2% |
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