-58.9%
BBWI vs AEE
+191.3%
-250.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.0% |
| 7D | -8.0% | -0.7% | -7.3% | -7.8% |
| 30D | -6.6% | -2.0% | -4.7% | -5.8% |
| 3M | -2.7% | -2.8% | +0.1% | -1.6% |
| 6M | -12.8% | -3.6% | -9.2% | -11.6% |
| YTD | -10.5% | +7.3% | -17.8% | -13.1% |
| 1Y | -35.3% | +8.7% | -44.0% | -37.9% |
| 3Y | -47.7% | +46.0% | -93.8% | -56.4% |
| 5Y | -68.9% | +39.8% | -108.6% | -73.8% |
| All | -58.9% | +191.3% | -250.1% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling