-68.8%
BBWI vs AEE
+39.2%
-108.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.8% | -6.1% |
| 7D | -4.4% | +1.1% | -5.5% | -4.8% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -2.2% | -0.9% | -1.3% | -2.0% |
| 6M | -16.3% | -2.4% | -13.9% | -15.7% |
| YTD | -9.1% | +8.6% | -17.8% | -11.5% |
| 1Y | -34.5% | +10.2% | -44.7% | -36.8% |
| 3Y | -47.0% | +47.8% | -94.8% | -54.5% |
| 5Y | -68.8% | +40.1% | -108.9% | -72.4% |
| All | -68.8% | +39.2% | -108.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling