+35.4%
BX vs AEIS
+148.8%
-113.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.4% |
| 7D | +0.6% | +11.5% | -10.9% | -2.2% |
| 30D | +14.2% | -15.8% | +30.0% | +17.5% |
| 3M | -18.7% | -33.3% | +14.6% | -11.5% |
| 6M | +2.5% | -35.2% | +37.7% | +9.5% |
| YTD | -18.8% | +5.0% | -23.8% | -31.2% |
| 1Y | -10.3% | +8.5% | -18.8% | -25.5% |
| 3Y | +35.4% | +152.9% | -117.5% | -32.3% |
| All | +35.4% | +148.8% | -113.4% | -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 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