+238.6%
BAX vs AEE
+882.7%
-644.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | +8.5% | +11.2% | -2.7% | +3.9% |
| 3M | -4.9% | +7.0% | -11.9% | -7.6% |
| 6M | +47.0% | +5.7% | +41.3% | +43.5% |
| YTD | +38.4% | +16.2% | +22.2% | +29.7% |
| 1Y | +49.1% | +12.0% | +37.1% | +41.7% |
| 3Y | -14.9% | +63.4% | -78.2% | -31.3% |
| 5Y | -63.1% | +56.0% | -119.2% | -69.9% |
| 10Y | -35.6% | +217.4% | -253.0% | -61.3% |
| All | +238.6% | +882.7% | -644.1% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling