+948.1%
FIX vs AEE
+52.8%
+895.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | +2.1% | -19.5% | -17.9% |
| 30D | -41.6% | +11.4% | -52.9% | -43.2% |
| 3M | -40.6% | +5.0% | -45.6% | -41.4% |
| 6M | -49.4% | +4.4% | -53.8% | -50.3% |
| YTD | +9.2% | +15.4% | -6.2% | +4.0% |
| 1Y | +6.5% | +13.8% | -7.3% | +1.8% |
| 3Y | +448.7% | +58.0% | +390.7% | +364.9% |
| All | +948.1% | +52.8% | +895.2% | +771.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling