+1,349.8%
BDX vs AEE
+822.6%
+527.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.4% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | +1.3% | -1.2% | +2.5% | +1.6% |
| 3M | +20.2% | +1.0% | +19.2% | +19.7% |
| 6M | +8.6% | -2.3% | +10.9% | +9.3% |
| YTD | +19.0% | +9.1% | +9.8% | +14.9% |
| 1Y | +21.2% | +10.6% | +10.6% | +16.4% |
| 3Y | -9.7% | +48.5% | -58.2% | -22.5% |
| 5Y | -3.4% | +39.9% | -43.3% | -15.7% |
| 10Y | +53.9% | +185.7% | -131.8% | +2.3% |
| All | +1,349.8% | +822.6% | +527.2% | +558.9% |
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