+10,383.1%
FIX vs AEE
+813.9%
+9,569.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -15.9% | +0.2% | -16.1% | -16.6% |
| 6M | +12.7% | -4.7% | +17.5% | +14.4% |
| YTD | +72.8% | +8.1% | +64.7% | +65.0% |
| 1Y | +122.9% | +8.5% | +114.3% | +111.8% |
| 3Y | +774.3% | +48.9% | +725.4% | +597.5% |
| 5Y | +2,049.5% | +39.9% | +2,009.6% | +1,652.4% |
| 10Y | +5,821.5% | +186.5% | +5,634.9% | +3,252.8% |
| All | +10,383.1% | +813.9% | +9,569.2% | +3,599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling