+967.7%
BX vs AEIS
+1,144.3%
-176.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -2.0% |
| 7D | -4.4% | +3.0% | -7.3% | -5.4% |
| 30D | +0.1% | -14.6% | +14.7% | +5.3% |
| 3M | +16.0% | -12.4% | +28.5% | +17.2% |
| 6M | +21.6% | -15.0% | +36.6% | +21.6% |
| YTD | -8.9% | +34.3% | -43.2% | -24.6% |
| 1Y | -16.6% | +87.4% | -104.0% | -40.5% |
| 3Y | +43.3% | +139.8% | -96.4% | -10.1% |
| 5Y | +25.7% | +220.7% | -195.0% | -29.7% |
| 10Y | +689.5% | +531.6% | +157.9% | +196.8% |
| All | +967.7% | +1,144.3% | -176.6% | +88.2% |
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