+15.7%
BWA vs AEE
+13.9%
+1.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.4% |
| 7D | -9.9% | +4.7% | -14.6% | -9.8% |
| 30D | -16.4% | +13.4% | -29.8% | -16.5% |
| 3M | -19.8% | +4.1% | -23.9% | -20.0% |
| 6M | -10.0% | +2.0% | -12.0% | -9.6% |
| YTD | +12.7% | +15.6% | -2.9% | +10.2% |
| 1Y | +15.7% | +14.1% | +1.5% | +13.1% |
| All | +15.7% | +13.9% | +1.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling