+362.5%
BB vs AEE
+944.4%
-582.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | +1.8% | +1.7% | +0.1% | +1.3% |
| 30D | +8.1% | +9.7% | -1.6% | +4.7% |
| 3M | -1.0% | +5.9% | -6.9% | -3.0% |
| 6M | +45.9% | +6.7% | +39.2% | +42.0% |
| YTD | +134.8% | +17.4% | +117.5% | +120.5% |
| 1Y | +104.6% | +12.7% | +91.9% | +94.8% |
| 3Y | +152.8% | +68.2% | +84.6% | +106.7% |
| 5Y | -17.4% | +57.3% | -74.7% | -31.5% |
| 10Y | +22.4% | +220.6% | -198.2% | -24.5% |
| All | +362.5% | +944.4% | -582.0% | +147.8% |
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