+234.3%
FITB vs AEE
+892.1%
-657.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | +2.8% | +1.7% | +1.1% | +1.7% |
| 30D | +9.8% | +9.7% | 0.0% | +3.4% |
| 3M | -5.2% | +5.9% | -11.1% | -8.7% |
| 6M | +17.3% | +6.7% | +10.6% | +12.0% |
| YTD | +19.3% | +17.4% | +1.9% | +6.6% |
| 1Y | +32.7% | +12.7% | +20.0% | +21.5% |
| 3Y | +141.6% | +68.2% | +73.4% | +66.3% |
| 5Y | +48.9% | +57.3% | -8.4% | +4.6% |
| 10Y | +216.5% | +220.6% | -4.1% | +25.8% |
| All | +234.3% | +892.1% | -657.8% | -43.8% |
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