-0.9%
BA vs AEE
+40.8%
-41.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.2% | +0.3% | +0.8% | +1.1% |
| 30D | -11.6% | -2.3% | -9.4% | -11.1% |
| 3M | -2.4% | +0.2% | -2.6% | -2.6% |
| 6M | -6.6% | -4.7% | -1.9% | -5.6% |
| YTD | -2.2% | +8.1% | -10.3% | -4.5% |
| 1Y | -8.0% | +8.5% | -16.6% | -10.4% |
| 3Y | -5.0% | +48.9% | -53.9% | -16.9% |
| All | -0.9% | +40.8% | -41.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling