+628.8%
AEE vs BNS
+1,463.9%
-835.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +1.1% | -1.3% | +2.3% | +1.5% |
| 30D | 0.0% | +4.0% | -4.0% | -1.5% |
| 3M | -0.9% | +13.8% | -14.7% | -5.6% |
| 6M | -2.4% | +32.7% | -35.1% | -12.1% |
| YTD | +8.6% | +27.6% | -19.0% | -1.0% |
| 1Y | +10.2% | +47.4% | -37.2% | -4.7% |
| 3Y | +47.8% | +129.0% | -81.2% | +8.3% |
| 5Y | +40.1% | +92.7% | -52.6% | +7.9% |
| 10Y | +195.0% | +182.1% | +12.9% | +90.6% |
| All | +628.8% | +1,463.9% | -835.1% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling