+883.7%
BAH vs AEE
+527.3%
+356.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -3.2% | +0.3% | -3.6% | -3.4% |
| 30D | +2.0% | -2.3% | +4.3% | +2.8% |
| 3M | -7.6% | +0.2% | -7.8% | -7.7% |
| 6M | -5.7% | -4.7% | -0.9% | -4.2% |
| YTD | -11.7% | +8.1% | -19.8% | -14.8% |
| 1Y | -27.4% | +8.5% | -35.9% | -30.1% |
| 3Y | -32.5% | +48.9% | -81.4% | -43.5% |
| 5Y | -3.3% | +39.9% | -43.2% | -17.7% |
| 10Y | +186.0% | +186.5% | -0.5% | +82.5% |
| All | +883.7% | +527.3% | +356.4% | +295.3% |
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