+130.7%
FIX vs AEE
+10.3%
+120.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.4% |
| 7D | +6.1% | +1.3% | +4.7% | +6.2% |
| 30D | -2.7% | -1.2% | -1.4% | -2.8% |
| 3M | -10.9% | +1.0% | -12.0% | -12.9% |
| 6M | +29.0% | -2.3% | +31.3% | +27.1% |
| YTD | +76.9% | +9.1% | +67.7% | +77.6% |
| 1Y | +130.7% | +10.6% | +120.2% | +137.2% |
| All | +130.7% | +10.3% | +120.4% | +137.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling