+7,147.0%
FIX vs AEE
+885.6%
+6,261.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +8.9% |
| 7D | -7.2% | +2.3% | -9.6% | -8.4% |
| 30D | -35.1% | +11.6% | -46.7% | -38.6% |
| 3M | -34.3% | +5.5% | -39.8% | -36.2% |
| 6M | -42.9% | +6.0% | -49.0% | -45.2% |
| YTD | +19.5% | +16.6% | +2.9% | +9.7% |
| 1Y | +16.8% | +12.1% | +4.7% | +9.2% |
| 3Y | +506.7% | +64.2% | +442.5% | +361.8% |
| 5Y | +1,046.7% | +59.1% | +987.6% | +775.7% |
| 10Y | +3,800.0% | +210.2% | +3,589.8% | +2,024.1% |
| All | +7,147.0% | +885.6% | +6,261.3% | +2,358.2% |
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 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