-67.5%
BBWI vs AEE
+56.4%
-124.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +12.9% | +9.7% | +3.1% | +9.3% |
| 3M | +16.0% | +5.9% | +10.1% | +13.7% |
| 6M | +16.6% | +6.7% | +9.9% | +13.9% |
| YTD | +9.7% | +17.4% | -7.6% | +4.1% |
| 1Y | +1.5% | +12.7% | -11.2% | -2.7% |
| 3Y | -21.4% | +68.2% | -89.6% | -35.6% |
| All | -67.5% | +56.4% | -124.0% | -71.7% |
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