+5,852.4%
FIX vs AEE
+184.7%
+5,667.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -7.2% | -2.3% | -5.0% | -6.3% |
| 3M | -15.9% | +0.2% | -16.1% | -16.7% |
| 6M | +12.7% | -4.1% | +16.8% | +13.9% |
| YTD | +72.8% | +8.9% | +63.9% | +64.5% |
| 1Y | +122.9% | +9.3% | +113.6% | +111.2% |
| 3Y | +774.3% | +49.9% | +724.4% | +594.0% |
| 5Y | +2,049.5% | +40.9% | +2,008.6% | +1,644.1% |
| All | +5,852.4% | +184.7% | +5,667.6% | +3,898.8% |
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 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