+679.4%
AEE vs BG
+1,181.2%
-501.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | 0.0% | +10.3% | -10.3% | -1.9% |
| 3M | -0.9% | -1.9% | +1.0% | -0.8% |
| 6M | -2.4% | +5.2% | -7.7% | -3.8% |
| YTD | +8.6% | +41.2% | -32.5% | +1.2% |
| 1Y | +10.2% | +50.5% | -40.4% | +1.1% |
| 3Y | +47.8% | +19.9% | +27.9% | +39.9% |
| 5Y | +40.1% | +86.7% | -46.6% | +19.6% |
| 10Y | +195.0% | +167.5% | +27.5% | +122.9% |
| All | +679.4% | +1,181.2% | -501.8% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling