+6,034.5%
FIX vs AEP
+170.1%
+5,864.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +3.5% | +0.9% | +2.6% | +3.2% |
| 30D | -3.5% | +1.5% | -5.0% | -4.0% |
| 3M | -11.8% | -1.7% | -10.1% | -11.6% |
| 6M | +17.8% | -4.0% | +21.8% | +19.0% |
| YTD | +73.3% | +10.6% | +62.7% | +66.0% |
| 1Y | +128.1% | +18.6% | +109.5% | +112.6% |
| 3Y | +772.7% | +78.7% | +694.0% | +550.6% |
| 5Y | +2,166.4% | +65.1% | +2,101.4% | +1,627.4% |
| 10Y | +6,034.5% | +177.7% | +5,856.7% | +4,013.2% |
| All | +6,034.5% | +170.1% | +5,864.4% | +4,013.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling