+33.2%
BN vs AEE
+39.2%
-6.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.0% | +1.1% | -4.0% | -3.5% |
| 30D | -13.0% | 0.0% | -13.0% | -13.1% |
| 3M | -15.2% | -0.9% | -14.3% | -15.2% |
| 6M | -5.9% | -2.4% | -3.5% | -5.3% |
| YTD | -15.8% | +8.6% | -24.4% | -20.1% |
| 1Y | -12.2% | +10.2% | -22.3% | -17.5% |
| 3Y | +72.2% | +47.8% | +24.4% | +36.1% |
| 5Y | +33.2% | +40.1% | -6.9% | +7.6% |
| All | +33.2% | +39.2% | -6.0% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling