-33.1%
BAX vs AEE
+222.5%
-255.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.6% |
| 30D | +4.1% | +9.7% | -5.7% | +0.1% |
| 3M | -4.5% | +5.9% | -10.5% | -6.9% |
| 6M | +49.2% | +6.7% | +42.5% | +45.0% |
| YTD | +35.2% | +17.4% | +17.9% | +25.8% |
| 1Y | +38.3% | +12.7% | +25.6% | +30.8% |
| 3Y | -19.0% | +68.2% | -87.3% | -36.4% |
| 5Y | -64.2% | +57.3% | -121.5% | -71.3% |
| All | -33.1% | +222.5% | -255.6% | -56.4% |
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 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