+1,506.5%
BWA vs AEE
+822.6%
+683.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | -2.9% | -1.2% | -1.7% | -2.5% |
| 3M | -12.4% | +1.0% | -13.4% | -13.3% |
| 6M | +28.6% | -2.3% | +30.8% | +29.0% |
| YTD | +48.2% | +9.1% | +39.1% | +41.3% |
| 1Y | +50.9% | +10.6% | +40.4% | +42.9% |
| 3Y | +72.2% | +48.5% | +23.7% | +40.1% |
| 5Y | +91.1% | +39.9% | +51.2% | +57.6% |
| 10Y | +144.0% | +185.7% | -41.7% | +30.0% |
| All | +1,506.5% | +822.6% | +683.9% | +362.0% |
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