+37.9%
BAX vs AEE
+11.1%
+26.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | +3.4% | +8.8% | -5.4% | +1.6% |
| 3M | -4.5% | +5.1% | -9.5% | -5.2% |
| 6M | +44.0% | +5.2% | +38.9% | +42.8% |
| YTD | +34.9% | +16.1% | +18.8% | +34.9% |
| 1Y | +37.9% | +10.4% | +27.5% | +39.1% |
| All | +37.9% | +11.1% | +26.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling