-43.3%
BBWI vs AEE
+48.8%
-92.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | +1.6% | +1.3% | +0.2% | +1.2% |
| 30D | -6.2% | -1.2% | -5.0% | -5.9% |
| 3M | +4.3% | +1.0% | +3.3% | +4.0% |
| 6M | -7.2% | -2.3% | -4.9% | -6.6% |
| YTD | -3.0% | +9.1% | -12.2% | -5.0% |
| 1Y | -30.8% | +10.6% | -41.3% | -32.8% |
| All | -43.3% | +48.8% | -92.1% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling