+948.1%
FIX vs AEP
+77.9%
+870.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | -2.8% | -14.6% | -17.2% |
| 30D | -41.6% | +3.6% | -45.2% | -41.8% |
| 3M | -40.6% | +1.8% | -42.4% | -40.7% |
| 6M | -49.4% | -3.1% | -46.2% | -49.3% |
| YTD | +9.2% | +12.2% | -3.1% | +7.5% |
| 1Y | +6.5% | +9.1% | -2.7% | +5.2% |
| 3Y | +448.7% | +77.9% | +370.8% | +375.1% |
| All | +948.1% | +77.9% | +870.2% | +794.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling