+300.1%
BB vs AEE
+862.1%
-562.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.6% | +0.3% | -6.0% | -5.7% |
| 30D | -11.8% | -2.3% | -9.5% | -11.2% |
| 3M | -25.5% | +0.2% | -25.7% | -25.9% |
| 6M | +121.3% | -4.7% | +126.0% | +123.5% |
| YTD | +103.2% | +8.1% | +95.1% | +96.3% |
| 1Y | +102.6% | +8.5% | +94.1% | +95.2% |
| 3Y | +37.5% | +48.9% | -11.4% | +17.2% |
| 5Y | -30.4% | +39.9% | -70.4% | -40.0% |
| 10Y | 0.0% | +186.5% | -186.5% | -35.9% |
| All | +300.1% | +862.1% | -562.0% | +120.6% |
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