+336.2%
BSX vs AEIS
+2,641.0%
-2,304.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -6.3% |
| 7D | -6.4% | +8.1% | -14.6% | -7.4% |
| 30D | -8.8% | -11.1% | +2.4% | -7.6% |
| 3M | -7.6% | -5.6% | -2.0% | -8.3% |
| 6M | -37.0% | -0.6% | -36.3% | -38.2% |
| YTD | -52.8% | +38.0% | -90.9% | -56.0% |
| 1Y | -58.4% | +87.2% | -145.6% | -63.0% |
| 3Y | -16.5% | +179.7% | -196.2% | -31.2% |
| 5Y | -1.2% | +241.7% | -242.9% | -21.8% |
| 10Y | +83.7% | +547.2% | -463.4% | +28.5% |
| All | +336.2% | +2,641.0% | -2,304.9% | +115.0% |
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