-14.9%
BAX vs AEIS
+152.4%
-167.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.3% | -8.9% | +0.9% |
| 7D | +9.0% | +1.0% | +8.1% | +8.5% |
| 30D | +8.5% | -24.0% | +32.5% | +11.9% |
| 3M | -4.1% | -32.5% | +28.4% | +0.1% |
| 6M | +46.9% | -38.6% | +85.5% | +53.4% |
| YTD | +38.4% | +4.8% | +33.5% | +26.6% |
| 1Y | +47.0% | +1.3% | +45.7% | +35.1% |
| 3Y | -14.9% | +159.2% | -174.2% | -41.0% |
| All | -14.9% | +152.4% | -167.3% | -41.0% |
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