+635.8%
BX vs AEIS
+332.3%
+303.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.8% |
| 7D | +0.6% | +11.5% | -10.9% | -3.4% |
| 30D | +14.2% | -15.8% | +30.0% | +18.6% |
| 3M | -18.7% | -33.3% | +14.6% | -9.3% |
| 6M | +2.5% | -35.2% | +37.7% | +11.5% |
| YTD | -18.8% | +5.0% | -23.8% | -29.9% |
| 1Y | -10.3% | +8.5% | -18.8% | -23.9% |
| 3Y | +35.4% | +152.9% | -117.5% | -23.7% |
| 5Y | +0.3% | +144.6% | -144.4% | -43.3% |
| All | +635.8% | +332.3% | +303.5% | +171.7% |
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