-27.3%
BX vs AEIS
+81.9%
-109.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.5% | +1.9% |
| 7D | -5.6% | +2.3% | -7.9% | -5.8% |
| 30D | -12.2% | -14.8% | +2.6% | -10.9% |
| 3M | +7.4% | -15.6% | +23.0% | +8.1% |
| 6M | +22.2% | -8.7% | +30.9% | +20.0% |
| YTD | -14.0% | +37.3% | -51.3% | -21.3% |
| 1Y | -27.3% | +80.3% | -107.6% | -38.4% |
| All | -27.3% | +81.9% | -109.2% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling