+950.6%
BX vs AEE
+365.8%
+584.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.8% |
| 30D | -2.3% | -1.2% | -1.1% | -1.6% |
| 3M | +18.5% | +1.0% | +17.5% | +17.2% |
| 6M | +23.7% | -2.3% | +26.0% | +24.5% |
| YTD | -10.4% | +9.1% | -19.5% | -16.6% |
| 1Y | -19.6% | +10.6% | -30.1% | -26.0% |
| 3Y | +30.8% | +48.5% | -17.7% | -3.9% |
| 5Y | +24.3% | +39.9% | -15.5% | -5.6% |
| 10Y | +679.5% | +185.7% | +493.8% | +218.9% |
| All | +950.6% | +365.8% | +584.9% | +156.2% |
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