-14.9%
BAX vs AEE
+62.0%
-76.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.6% | +3.0% | +0.6% | +2.9% |
| 30D | +8.5% | +11.2% | -2.7% | +5.5% |
| 3M | -4.9% | +7.0% | -11.9% | -6.6% |
| 6M | +47.0% | +5.7% | +41.3% | +44.9% |
| YTD | +38.4% | +16.2% | +22.2% | +33.0% |
| 1Y | +49.1% | +12.0% | +37.1% | +44.6% |
| 3Y | -14.9% | +63.4% | -78.2% | -28.0% |
| All | -14.9% | +62.0% | -76.9% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling