+27.7%
BAC vs AEE
+10.4%
+17.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +0.6% | +1.1% | -0.4% | +0.5% |
| 30D | -1.4% | 0.0% | -1.4% | -1.3% |
| 3M | +15.7% | -0.9% | +16.7% | +15.8% |
| 6M | +32.2% | -2.4% | +34.6% | +32.2% |
| YTD | +15.8% | +8.6% | +7.1% | +13.9% |
| All | +27.7% | +10.4% | +17.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling