+206.5%
FITB vs AEE
+222.5%
-16.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | +9.8% | +9.7% | 0.0% | +5.2% |
| 3M | -5.2% | +5.9% | -11.1% | -7.7% |
| 6M | +17.3% | +6.7% | +10.6% | +13.5% |
| YTD | +19.3% | +17.4% | +1.9% | +10.1% |
| 1Y | +32.7% | +12.7% | +20.0% | +24.7% |
| 3Y | +141.6% | +68.2% | +73.4% | +84.5% |
| 5Y | +48.9% | +57.3% | -8.4% | +15.8% |
| All | +206.5% | +222.5% | -16.0% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling