+31.2%
BIL vs AEE
+370.6%
-339.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +0.3% | +8.8% | -8.5% | +0.3% |
| 3M | +0.9% | +5.1% | -4.1% | +0.9% |
| 6M | +1.8% | +5.2% | -3.3% | +1.9% |
| YTD | +3.1% | +16.1% | -12.9% | +3.2% |
| 1Y | +3.7% | +10.4% | -6.8% | +3.7% |
| 3Y | +13.8% | +63.1% | -49.3% | +13.9% |
| 5Y | +20.2% | +55.6% | -35.3% | +20.3% |
| 10Y | +26.1% | +217.1% | -191.0% | +26.5% |
| All | +31.2% | +370.6% | -339.3% | +32.0% |
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