+256.9%
BNY vs AEE
+38.7%
+218.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -0.2% | -2.9% | +2.8% | +0.7% |
| 3M | +14.9% | -2.4% | +17.3% | +15.5% |
| 6M | +40.0% | -2.7% | +42.7% | +40.5% |
| YTD | +42.0% | +7.3% | +34.7% | +37.3% |
| 1Y | +56.9% | +7.5% | +49.3% | +51.3% |
| 3Y | +289.9% | +46.2% | +243.7% | +234.8% |
| All | +256.9% | +38.7% | +218.3% | +203.7% |
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