+186.5%
AEE vs BG
+166.7%
+19.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.8% | +3.1% | -3.9% | -1.3% |
| 30D | -2.9% | +10.2% | -13.1% | -4.6% |
| 3M | -2.4% | -1.7% | -0.7% | -2.4% |
| 6M | -2.7% | +1.0% | -3.7% | -3.3% |
| YTD | +7.3% | +39.9% | -32.7% | +0.5% |
| 1Y | +7.5% | +53.2% | -45.7% | -1.1% |
| 3Y | +46.2% | +16.3% | +29.9% | +40.0% |
| 5Y | +39.7% | +83.9% | -44.2% | +19.6% |
| All | +186.5% | +166.7% | +19.8% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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