+94.9%
FFIV vs AEE
+65.0%
+29.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.6% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | -32.4% | +9.7% | -42.1% | -32.2% |
| 3M | -25.7% | +5.9% | -31.6% | -25.5% |
| 6M | -13.5% | +6.7% | -20.2% | -13.5% |
| YTD | +21.1% | +17.4% | +3.8% | +19.9% |
| 1Y | +29.4% | +12.7% | +16.8% | +28.7% |
| 3Y | +94.9% | +68.2% | +26.7% | +78.7% |
| All | +94.9% | +65.0% | +29.9% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling