-66.4%
BAX vs AEE
+39.8%
-106.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -4.1% |
| 7D | -2.4% | +1.3% | -3.8% | -2.9% |
| 30D | -9.7% | -1.2% | -8.5% | -9.4% |
| 3M | +29.3% | +1.0% | +28.2% | +28.7% |
| 6M | +40.7% | -2.3% | +42.9% | +41.7% |
| YTD | +30.3% | +9.1% | +21.1% | +25.7% |
| 1Y | +3.4% | +10.6% | -7.2% | -0.8% |
| 3Y | -32.0% | +48.5% | -80.5% | -42.8% |
| All | -66.4% | +39.8% | -106.2% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling