+20.6%
BAC vs AEE
+56.1%
-35.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | -20.4% | +5.8% | -26.2% | -21.9% |
| 6M | +1.3% | +4.5% | -3.2% | -0.5% |
| YTD | -6.4% | +15.8% | -22.2% | -11.7% |
| 1Y | -3.5% | +10.8% | -14.3% | -7.5% |
| 3Y | +96.7% | +62.8% | +33.9% | +61.3% |
| 5Y | +20.6% | +56.1% | -35.5% | -0.2% |
| All | +20.6% | +56.1% | -35.5% | -0.2% |
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