+186.5%
AEE vs BNS
+188.9%
-2.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -2.9% | +3.5% | -6.4% | -4.1% |
| 3M | -2.4% | +14.1% | -16.5% | -6.8% |
| 6M | -2.7% | +33.8% | -36.5% | -12.0% |
| YTD | +7.3% | +29.5% | -22.2% | -2.1% |
| 1Y | +7.5% | +48.4% | -40.9% | -6.4% |
| 3Y | +46.2% | +129.6% | -83.4% | +8.4% |
| 5Y | +39.7% | +96.1% | -56.4% | +7.9% |
| All | +186.5% | +188.9% | -2.4% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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