+12,674.7%
BLK vs AEE
+819.2%
+11,855.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -5.2% | -0.7% | -4.5% | -4.8% |
| 30D | -7.0% | -2.0% | -5.1% | -6.1% |
| 3M | +5.7% | -2.8% | +8.5% | +6.9% |
| 6M | +11.0% | -3.6% | +14.6% | +12.4% |
| YTD | +0.9% | +7.3% | -6.4% | -4.0% |
| 1Y | -1.6% | +8.7% | -10.3% | -7.1% |
| 3Y | +64.5% | +46.0% | +18.4% | +28.9% |
| 5Y | +30.9% | +39.8% | -8.9% | +4.1% |
| 10Y | +275.1% | +191.4% | +83.7% | +88.5% |
| All | +12,674.7% | +819.2% | +11,855.4% | +3,554.0% |
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