+577.7%
BBWI vs AEE
+813.9%
-236.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | -5.2% | -2.3% | -2.9% | -4.1% |
| 3M | +11.1% | +0.2% | +10.9% | +10.8% |
| 6M | -13.4% | -4.7% | -8.6% | -11.4% |
| YTD | +0.1% | +8.1% | -8.0% | -3.9% |
| 1Y | -36.1% | +8.5% | -44.7% | -39.1% |
| 3Y | -44.1% | +48.9% | -93.0% | -55.3% |
| 5Y | -66.2% | +39.9% | -106.2% | -72.6% |
| 10Y | -54.8% | +186.5% | -241.3% | -75.7% |
| All | +577.7% | +813.9% | -236.2% | +93.4% |
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 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