+7,509.9%
BN vs AEE
+892.1%
+6,617.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.8% |
| 30D | +14.0% | +9.7% | +4.2% | +8.8% |
| 3M | -9.0% | +5.9% | -14.9% | -11.6% |
| 6M | -8.8% | +6.7% | -15.5% | -12.1% |
| YTD | -10.3% | +17.4% | -27.6% | -17.8% |
| 1Y | -5.8% | +12.7% | -18.5% | -12.0% |
| 3Y | +94.8% | +68.2% | +26.6% | +46.8% |
| 5Y | +31.5% | +57.3% | -25.8% | +2.0% |
| 10Y | +291.9% | +220.6% | +71.3% | +109.5% |
| All | +7,509.9% | +892.1% | +6,617.7% | +2,582.4% |
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 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