+92.6%
FFIV vs AEE
+43.4%
+49.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -1.5% | +1.3% | -2.9% | -1.8% |
| 30D | -2.7% | -1.2% | -1.4% | -2.4% |
| 3M | -1.7% | +1.0% | -2.7% | -2.3% |
| 6M | +36.1% | -2.3% | +38.4% | +36.0% |
| YTD | +52.6% | +9.1% | +43.5% | +47.9% |
| 1Y | +21.5% | +10.6% | +11.0% | +17.2% |
| 3Y | +142.7% | +48.5% | +94.2% | +110.8% |
| 5Y | +92.6% | +39.9% | +52.7% | +71.5% |
| All | +92.6% | +43.4% | +49.2% | +71.5% |
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