-2.5%
BSX vs AEE
+38.7%
-41.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | -8.2% | -0.7% | -7.5% | -8.0% |
| 30D | -15.8% | -2.0% | -13.8% | -15.3% |
| 3M | -10.8% | -2.8% | -8.0% | -10.1% |
| 6M | -38.4% | -3.6% | -34.8% | -37.8% |
| YTD | -54.8% | +7.3% | -62.1% | -56.1% |
| 1Y | -59.0% | +8.7% | -67.7% | -60.4% |
| 3Y | -20.0% | +46.0% | -66.0% | -30.0% |
| All | -2.5% | +38.7% | -41.2% | -14.3% |
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