+590.4%
BA vs AEE
+813.9%
-223.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.2% | +0.3% | +0.8% | +1.0% |
| 30D | -11.6% | -2.3% | -9.4% | -10.6% |
| 3M | -2.4% | +0.2% | -2.6% | -2.8% |
| 6M | -6.6% | -4.7% | -1.9% | -4.8% |
| YTD | -2.2% | +8.1% | -10.3% | -6.5% |
| 1Y | -8.0% | +8.5% | -16.6% | -12.4% |
| 3Y | -5.0% | +48.9% | -53.9% | -24.9% |
| 5Y | -2.7% | +39.9% | -42.6% | -21.7% |
| 10Y | +75.9% | +186.5% | -110.7% | -3.3% |
| All | +590.4% | +813.9% | -223.4% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling