-2.6%
BDX vs AEE
+38.5%
-41.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.1% |
| 30D | -2.2% | -2.0% | -0.2% | -1.4% |
| 3M | +20.1% | -2.8% | +22.9% | +21.5% |
| 6M | +9.1% | -3.6% | +12.6% | +10.5% |
| YTD | +17.9% | +7.3% | +10.6% | +13.4% |
| 1Y | +22.1% | +8.7% | +13.4% | +16.6% |
| 3Y | -10.5% | +46.0% | -56.6% | -26.3% |
| 5Y | -2.6% | +39.8% | -42.4% | -19.1% |
| All | -2.6% | +38.5% | -41.1% | -19.1% |
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