+72.9%
BAC vs AEE
+43.4%
+29.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | +1.2% | +1.3% | -0.2% | +0.7% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | +16.9% | +1.0% | +15.9% | +16.3% |
| 6M | +29.6% | -2.3% | +31.9% | +30.1% |
| YTD | +15.3% | +9.1% | +6.1% | +11.0% |
| 1Y | +28.8% | +10.6% | +18.3% | +23.3% |
| 3Y | +136.4% | +48.5% | +87.9% | +101.1% |
| 5Y | +72.9% | +39.9% | +33.1% | +48.6% |
| All | +72.9% | +43.4% | +29.5% | +48.6% |
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