-5.8%
BN vs AEE
+12.0%
-17.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -1.0% | +1.7% | -2.7% | -1.5% |
| 30D | +14.0% | +9.7% | +4.2% | +11.6% |
| 3M | -9.0% | +5.9% | -14.9% | -10.5% |
| 6M | -8.8% | +6.7% | -15.5% | -10.5% |
| YTD | -10.3% | +17.4% | -27.6% | -13.3% |
| 1Y | -5.8% | +12.7% | -18.5% | -7.1% |
| All | -5.8% | +12.0% | -17.8% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling