+23.3%
BA vs AEE
+222.5%
-199.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.9% |
| 30D | -7.1% | +9.7% | -16.9% | -11.2% |
| 3M | -25.5% | +5.9% | -31.5% | -27.7% |
| 6M | -28.7% | +6.7% | -35.4% | -31.3% |
| YTD | -21.0% | +17.4% | -38.4% | -27.4% |
| 1Y | -11.9% | +12.7% | -24.5% | -17.5% |
| 3Y | -16.2% | +68.2% | -84.4% | -37.7% |
| 5Y | -22.4% | +57.3% | -79.7% | -41.2% |
| All | +23.3% | +222.5% | -199.2% | -17.8% |
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