+331.3%
BAC vs AEE
+813.9%
-482.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -0.4% | -2.3% | +1.9% | +1.0% |
| 3M | +16.9% | +0.2% | +16.7% | +16.3% |
| 6M | +26.6% | -4.7% | +31.4% | +29.5% |
| YTD | +15.8% | +8.1% | +7.7% | +9.0% |
| 1Y | +27.2% | +8.5% | +18.6% | +19.2% |
| 3Y | +132.4% | +48.9% | +83.5% | +74.7% |
| 5Y | +72.6% | +39.9% | +32.7% | +31.6% |
| 10Y | +389.7% | +186.5% | +203.2% | +110.3% |
| All | +331.3% | +813.9% | -482.6% | -21.4% |
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