+390.8%
BAX vs AEIS
+2,566.8%
-2,176.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | -1.1% | +3.0% | -4.1% | -1.4% |
| 30D | -5.5% | -14.6% | +9.2% | -4.4% |
| 3M | +33.5% | -12.4% | +46.0% | +33.8% |
| 6M | +35.9% | -15.0% | +50.8% | +36.2% |
| YTD | +35.4% | +34.3% | +1.1% | +30.5% |
| 1Y | +9.8% | +87.4% | -77.6% | +2.7% |
| 3Y | -32.7% | +139.8% | -172.5% | -38.8% |
| 5Y | -65.6% | +220.7% | -286.3% | -69.6% |
| 10Y | -34.9% | +531.6% | -566.5% | -46.9% |
| All | +390.8% | +2,566.8% | -2,176.0% | +194.1% |
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