+3,644.4%
FIX vs AEE
+211.4%
+3,433.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -13.9% | +3.0% | -16.9% | -15.2% |
| 30D | -35.5% | +11.2% | -46.8% | -38.8% |
| 3M | -33.9% | +7.0% | -40.9% | -36.1% |
| 6M | -43.3% | +5.7% | -49.0% | -45.4% |
| YTD | +18.7% | +16.2% | +2.4% | +9.2% |
| 1Y | +13.8% | +12.0% | +1.7% | +6.5% |
| 3Y | +495.0% | +63.4% | +431.6% | +351.9% |
| 5Y | +1,049.0% | +56.0% | +993.0% | +780.7% |
| 10Y | +3,644.4% | +217.4% | +3,427.1% | +2,318.9% |
| All | +3,644.4% | +211.4% | +3,433.0% | +2,318.9% |
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