Accademic Year

I would start off by creating a calendar table.

In the Modelling tab at the top of Power BI desktop, click on "New Table", and then enter the following code:

Calendar =
ADDCOLUMNS (
    CALENDAR (
        MIN ( 'Academic Years'[Start Date] ),
        MAX ( 'Academic Years'[Start Date] )
    ),
    "DateAsInteger", FORMAT ( [Date], "DDMMYYYY" ),
    "Year", YEAR ( [Date] )
)

Note I'm assuming here that your start date and end date columns are in a separate table called 'Academic Years'.

This will create a new table in which the first column is a list of dates between the start of the first academic year and the end of the final academic year in your initial 'Academic Years' table.

Now you can create a new column in your Calendar table that identifies which academic year each date falls into.

Academic Year = 
IF (
    MONTH('Calendar'[Date]) <= 9,
    "AY"
        & RIGHT( VALUE('Calendar'[Year]),2)-1 & "/" & RIGHT( VALUE('Calendar'[Year]),2),
    "AY"
        & RIGHT( VALUE('Calendar'[Year]),2) & "/" & RIGHT( VALUE('Calendar'[Year]),2) + 1
)

You can then use this column as a filter to select which academic year you would like to view. (Ensure the 'Calendar' table is connected to the data you are filtering first.