+4,170.8%
FFIV vs AEE
+864.4%
+3,306.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -33.3% | +8.8% | -42.1% | -34.7% |
| 3M | -24.9% | +5.1% | -30.0% | -25.9% |
| 6M | -10.5% | +5.2% | -15.7% | -12.0% |
| YTD | +24.4% | +16.1% | +8.4% | +19.0% |
| 1Y | +32.3% | +10.4% | +21.8% | +28.1% |
| 3Y | +99.7% | +63.1% | +36.6% | +73.2% |
| 5Y | +38.4% | +55.6% | -17.2% | +21.2% |
| 10Y | +125.0% | +217.1% | -92.1% | +61.8% |
| All | +4,170.8% | +864.4% | +3,306.4% | +3,359.3% |
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