+21.9%
BABA vs AEE
+65.0%
-43.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -13.8% | +1.7% | -15.5% | -13.8% |
| 30D | -15.1% | +9.7% | -24.8% | -15.1% |
| 3M | -22.7% | +5.9% | -28.7% | -22.8% |
| 6M | -34.7% | +6.7% | -41.4% | -34.9% |
| YTD | -35.0% | +17.4% | -52.4% | -35.5% |
| 1Y | -40.4% | +12.7% | -53.1% | -40.7% |
| 3Y | +21.9% | +68.2% | -46.3% | +10.9% |
| All | +21.9% | +65.0% | -43.1% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling