+56.7%
BDX vs AEE
+191.1%
-134.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | -2.5% | -2.9% | +0.4% | -1.4% |
| 3M | +21.4% | -2.4% | +23.8% | +22.5% |
| 6M | +10.4% | -2.7% | +13.1% | +11.3% |
| YTD | +18.8% | +7.3% | +11.6% | +15.0% |
| 1Y | +21.7% | +7.5% | +14.1% | +17.5% |
| 3Y | -10.0% | +46.2% | -56.2% | -23.7% |
| 5Y | -1.8% | +39.7% | -41.5% | -15.7% |
| All | +56.7% | +191.1% | -134.5% | +5.8% |
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