+72.3%
BA vs AEE
+185.4%
-113.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +2.5% | +1.3% | +1.1% | +1.8% |
| 30D | -10.1% | -1.2% | -8.9% | -9.6% |
| 3M | -2.4% | +1.0% | -3.4% | -3.2% |
| 6M | -8.8% | -2.3% | -6.5% | -8.2% |
| YTD | -2.9% | +9.1% | -12.1% | -7.4% |
| 1Y | -8.8% | +10.6% | -19.3% | -13.8% |
| 3Y | -0.3% | +48.5% | -48.7% | -20.8% |
| 5Y | -0.3% | +39.9% | -40.2% | -19.4% |
| 10Y | +72.3% | +185.7% | -113.4% | +16.6% |
| All | +72.3% | +185.4% | -113.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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