+38.2%
BN vs AEE
+56.1%
-17.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +13.5% | +9.7% | +3.8% | +8.5% |
| 3M | -5.9% | +5.8% | -11.8% | -8.6% |
| 6M | -8.9% | +4.5% | -13.4% | -11.2% |
| YTD | -7.9% | +15.8% | -23.7% | -15.4% |
| 1Y | -8.3% | +10.8% | -19.0% | -13.7% |
| 3Y | +100.8% | +62.8% | +38.0% | +49.9% |
| 5Y | +38.2% | +56.1% | -17.9% | +6.3% |
| All | +38.2% | +56.1% | -17.8% | +6.3% |
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