-36.9%
BAX vs AEIS
+545.5%
-582.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.1% | +6.5% | -11.6% | -6.0% |
| 30D | -12.2% | -9.2% | -3.0% | -11.2% |
| 3M | +21.8% | -8.3% | +30.2% | +21.2% |
| 6M | +36.3% | -6.3% | +42.6% | +34.3% |
| YTD | +27.8% | +36.5% | -8.7% | +17.5% |
| 1Y | -0.1% | +84.8% | -84.8% | -13.3% |
| 3Y | -33.3% | +176.6% | -209.9% | -47.2% |
| 5Y | -67.1% | +237.1% | -304.2% | -75.2% |
| 10Y | -36.9% | +554.7% | -591.6% | -60.8% |
| All | -36.9% | +545.5% | -582.5% | -60.8% |
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