+233.0%
BAC vs AEE
+216.2%
+16.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -1.9% | +0.2% | -2.0% | -1.9% |
| 30D | -7.2% | +9.7% | -16.9% | -10.7% |
| 3M | -20.4% | +5.8% | -26.2% | -22.3% |
| 6M | +1.3% | +4.5% | -3.2% | -0.9% |
| YTD | -6.4% | +15.8% | -22.2% | -12.7% |
| 1Y | -3.5% | +10.8% | -14.3% | -8.3% |
| 3Y | +96.7% | +62.8% | +33.9% | +56.4% |
| 5Y | +20.6% | +56.1% | -35.5% | -3.7% |
| 10Y | +233.0% | +216.4% | +16.6% | +184.1% |
| All | +233.0% | +216.2% | +16.8% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling