-36.9%
BAX vs AEE
+186.8%
-223.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -5.1% | +1.1% | -6.1% | -5.5% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | +21.8% | -0.9% | +22.7% | +22.2% |
| 6M | +36.3% | -2.4% | +38.7% | +37.5% |
| YTD | +27.8% | +8.6% | +19.2% | +22.9% |
| 1Y | -0.1% | +10.2% | -10.2% | -4.6% |
| 3Y | -33.3% | +47.8% | -81.1% | -44.7% |
| 5Y | -67.1% | +40.1% | -107.2% | -72.3% |
| 10Y | -36.9% | +195.0% | -231.9% | -58.6% |
| All | -36.9% | +186.8% | -223.7% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling