-29.9%
BABA vs AEE
+43.4%
-73.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -12.3% | -1.2% | -11.0% | -12.2% |
| 3M | -5.3% | +1.0% | -6.3% | -5.6% |
| 6M | -13.1% | -2.3% | -10.8% | -13.1% |
| YTD | -22.4% | +9.1% | -31.6% | -23.3% |
| 1Y | -19.5% | +10.6% | -30.0% | -20.6% |
| 3Y | +32.9% | +48.5% | -15.5% | +26.8% |
| 5Y | -29.9% | +39.9% | -69.7% | -35.5% |
| All | -29.9% | +43.4% | -73.3% | -35.5% |
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