+256.9%
BN vs AEE
+191.3%
+65.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -5.9% | -0.7% | -5.2% | -5.5% |
| 30D | -15.1% | -2.0% | -13.1% | -14.2% |
| 3M | -14.6% | -2.8% | -11.7% | -13.6% |
| 6M | -8.4% | -3.6% | -4.8% | -7.2% |
| YTD | -16.8% | +7.3% | -24.1% | -20.6% |
| 1Y | -14.4% | +8.7% | -23.1% | -19.0% |
| 3Y | +70.1% | +46.0% | +24.1% | +35.6% |
| 5Y | +33.5% | +39.8% | -6.2% | +8.2% |
| All | +256.9% | +191.3% | +65.6% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling