+16.0%
BX vs AEE
+38.5%
-22.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -8.9% | -0.7% | -8.2% | -8.6% |
| 30D | -14.8% | -2.0% | -12.8% | -14.0% |
| 3M | +6.9% | -2.8% | +9.8% | +8.0% |
| 6M | +16.3% | -3.6% | +19.9% | +17.6% |
| YTD | -16.1% | +7.3% | -23.4% | -20.0% |
| 1Y | -26.8% | +8.7% | -35.5% | -30.8% |
| 3Y | +22.4% | +46.0% | -23.6% | -3.0% |
| 5Y | +16.0% | +39.8% | -23.8% | -7.5% |
| All | +16.0% | +38.5% | -22.5% | -7.5% |
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