+282.0%
FITB vs AEE
+191.3%
+90.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -5.5% | -2.0% | -3.5% | -4.7% |
| 3M | +4.1% | -2.8% | +6.9% | +5.2% |
| 6M | +18.7% | -3.6% | +22.3% | +20.2% |
| YTD | +18.2% | +7.3% | +10.8% | +13.8% |
| 1Y | +23.7% | +8.7% | +15.0% | +18.1% |
| 3Y | +130.8% | +46.0% | +84.7% | +89.7% |
| 5Y | +69.8% | +39.8% | +30.0% | +40.4% |
| All | +282.0% | +191.3% | +90.7% | +217.3% |
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