-3.1%
BSX vs AEIS
+219.6%
-222.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.7% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -15.8% | -16.4% | +0.6% | -14.3% |
| 3M | -10.8% | -11.1% | +0.3% | -11.1% |
| 6M | -38.4% | -12.0% | -26.4% | -39.0% |
| YTD | -54.8% | +30.9% | -85.7% | -58.3% |
| 1Y | -59.0% | +74.3% | -133.4% | -64.6% |
| 3Y | -20.0% | +165.2% | -185.2% | -38.9% |
| 5Y | -3.1% | +220.0% | -223.1% | -32.3% |
| All | -3.1% | +219.6% | -222.6% | -32.3% |
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 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