-28.3%
BABA vs AEE
+52.8%
-81.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | +2.1% | +9.5% | +11.5% |
| 30D | +2.3% | +11.4% | -9.1% | +1.4% |
| 3M | -13.7% | +5.0% | -18.7% | -14.0% |
| 6M | -21.9% | +4.4% | -26.3% | -22.3% |
| YTD | -24.6% | +15.4% | -40.0% | -25.9% |
| 1Y | -34.1% | +13.8% | -47.9% | -35.2% |
| 3Y | +36.3% | +58.0% | -21.8% | +28.1% |
| All | -28.3% | +52.8% | -81.1% | -34.5% |
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