+23.9%
BABA vs AEE
+323.7%
-299.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | +2.1% | +9.5% | +11.3% |
| 30D | +2.3% | +11.4% | -9.1% | +0.8% |
| 3M | -13.7% | +5.0% | -18.7% | -14.3% |
| 6M | -21.9% | +4.4% | -26.3% | -22.5% |
| YTD | -24.6% | +15.4% | -40.0% | -26.4% |
| 1Y | -34.1% | +13.8% | -47.9% | -35.5% |
| 3Y | +36.3% | +58.0% | -21.8% | +26.2% |
| 5Y | -26.7% | +52.9% | -79.7% | -32.2% |
| 10Y | +19.2% | +205.1% | -185.9% | -3.0% |
| All | +23.9% | +323.7% | -299.8% | -0.4% |
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