+1,027.6%
FIX vs AEE
+56.4%
+971.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +9.4% | +1.7% | +7.7% | +9.0% |
| 30D | -27.8% | +9.7% | -37.5% | -29.5% |
| 3M | -35.6% | +5.9% | -41.5% | -36.5% |
| 6M | -45.2% | +6.7% | -51.9% | -46.5% |
| YTD | +19.5% | +17.4% | +2.1% | +13.3% |
| 1Y | +24.2% | +12.7% | +11.6% | +19.3% |
| 3Y | +494.2% | +68.2% | +425.9% | +390.4% |
| All | +1,027.6% | +56.4% | +971.1% | +844.5% |
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