-33.1%
BAX vs AEIS
+332.3%
-365.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.2% | +0.9% |
| 7D | +0.1% | +11.5% | -11.4% | -1.6% |
| 30D | +4.1% | -15.8% | +19.8% | +6.0% |
| 3M | -4.5% | -33.3% | +28.8% | +0.2% |
| 6M | +49.2% | -35.2% | +84.4% | +54.7% |
| YTD | +35.2% | +5.0% | +30.2% | +28.0% |
| 1Y | +38.3% | +8.5% | +29.8% | +29.9% |
| 3Y | -19.0% | +152.9% | -171.9% | -35.7% |
| 5Y | -64.2% | +144.6% | -208.8% | -71.9% |
| All | -33.1% | +332.3% | -365.5% | -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 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