+5,150.0%
FFIV vs AEE
+798.2%
+4,351.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -5.1% | -2.3% | -2.8% | -4.6% |
| 3M | -4.5% | +0.2% | -4.7% | -4.8% |
| 6M | +36.5% | -4.7% | +41.2% | +37.5% |
| YTD | +53.0% | +8.1% | +44.9% | +49.0% |
| 1Y | +24.2% | +8.5% | +15.7% | +20.8% |
| 3Y | +137.2% | +48.9% | +88.3% | +110.3% |
| 5Y | +91.8% | +39.9% | +51.9% | +72.3% |
| 10Y | +215.2% | +186.5% | +28.6% | +132.2% |
| All | +5,150.0% | +798.2% | +4,351.9% | +4,229.8% |
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