-32.0%
BAX vs AEIS
+173.5%
-205.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.5% | -4.2% |
| 7D | -2.4% | +8.1% | -10.6% | -3.6% |
| 30D | -9.7% | -11.1% | +1.4% | -8.4% |
| 3M | +29.3% | -5.6% | +34.9% | +27.1% |
| 6M | +40.7% | -0.6% | +41.3% | +35.4% |
| YTD | +30.3% | +38.0% | -7.8% | +15.8% |
| 1Y | +3.4% | +87.2% | -83.8% | -15.7% |
| 3Y | -32.0% | +179.7% | -211.7% | -52.7% |
| All | -32.0% | +173.5% | -205.6% | -52.7% |
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