-21.2%
BSX vs AEIS
+173.7%
-194.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.5% |
| 7D | -10.1% | +2.3% | -12.3% | -10.2% |
| 30D | -16.4% | -14.8% | -1.6% | -15.8% |
| 3M | -8.9% | -15.6% | +6.7% | -8.6% |
| 6M | -38.3% | -8.7% | -29.6% | -38.9% |
| YTD | -54.9% | +37.3% | -92.3% | -57.4% |
| 1Y | -58.8% | +80.3% | -139.1% | -62.8% |
| 3Y | -21.2% | +177.9% | -199.2% | -35.1% |
| All | -21.2% | +173.7% | -194.9% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling