+298.0%
BMY vs AEE
+822.6%
-524.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.6% |
| 7D | -3.3% | +1.3% | -4.6% | -3.8% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | +17.7% | +1.0% | +16.7% | +17.1% |
| 6M | +9.6% | -2.3% | +11.9% | +10.4% |
| YTD | +24.0% | +9.1% | +14.8% | +19.7% |
| 1Y | +45.1% | +10.6% | +34.5% | +39.3% |
| 3Y | +22.5% | +48.5% | -26.0% | +4.4% |
| 5Y | +22.3% | +39.9% | -17.6% | +5.3% |
| 10Y | +62.0% | +185.7% | -123.7% | +0.8% |
| All | +298.0% | +822.6% | -524.7% | +38.2% |
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