+36.6%
FFIV vs AEE
+13.9%
+22.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | +0.4% |
| 7D | -9.8% | +4.7% | -14.5% | -8.5% |
| 30D | -28.1% | +13.4% | -41.5% | -25.0% |
| 3M | -20.0% | +4.1% | -24.1% | -19.0% |
| 6M | -0.1% | +2.0% | -2.1% | +0.1% |
| YTD | +29.2% | +15.6% | +13.5% | +33.0% |
| 1Y | +36.6% | +14.1% | +22.5% | +40.9% |
| All | +36.6% | +13.9% | +22.7% | +40.9% |
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