+402.0%
BAX vs AEIS
+2,004.7%
-1,602.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +3.6% | -6.9% | +10.5% | +4.1% |
| 30D | +8.5% | -23.2% | +31.7% | +10.4% |
| 3M | -4.9% | -29.5% | +24.6% | -2.8% |
| 6M | +47.0% | -37.9% | +84.9% | +50.6% |
| YTD | +38.4% | +6.0% | +32.5% | +35.3% |
| 1Y | +49.1% | +1.2% | +47.9% | +46.2% |
| 3Y | -14.9% | +150.0% | -164.8% | -23.1% |
| 5Y | -63.1% | +141.9% | -205.0% | -66.9% |
| 10Y | -35.6% | +356.2% | -391.7% | -46.4% |
| All | +402.0% | +2,004.7% | -1,602.7% | +205.1% |
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