+233.8%
FITB vs AEE
+813.9%
-580.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -4.7% | -2.3% | -2.5% | -3.4% |
| 3M | +6.7% | +0.2% | +6.5% | +6.1% |
| 6M | +12.6% | -4.7% | +17.3% | +15.5% |
| YTD | +19.1% | +8.1% | +11.0% | +12.3% |
| 1Y | +22.6% | +8.5% | +14.1% | +14.9% |
| 3Y | +127.1% | +48.9% | +78.2% | +69.2% |
| 5Y | +71.8% | +39.9% | +31.9% | +30.0% |
| 10Y | +287.2% | +186.5% | +100.6% | +64.7% |
| All | +233.8% | +813.9% | -580.1% | -40.8% |
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