+18.8%
BX vs AEIS
+238.7%
-220.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.2% |
| 7D | -5.7% | +6.5% | -12.1% | -8.1% |
| 30D | -8.9% | -9.2% | +0.3% | -6.1% |
| 3M | +8.4% | -8.3% | +16.7% | +7.0% |
| 6M | +18.9% | -6.3% | +25.3% | +12.5% |
| YTD | -13.6% | +36.5% | -50.1% | -34.2% |
| 1Y | -22.4% | +84.8% | -107.2% | -51.5% |
| 3Y | +26.0% | +176.6% | -150.6% | -42.2% |
| 5Y | +18.8% | +237.1% | -218.3% | -55.6% |
| All | +18.8% | +238.7% | -220.0% | -55.6% |
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