+2,105.4%
FIX vs AEP
+65.1%
+2,040.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.0% | +1.8% | +4.2% | +5.8% |
| 30D | -7.2% | -0.8% | -6.4% | -7.1% |
| 3M | -15.9% | -1.8% | -14.0% | -15.8% |
| 6M | +12.7% | -5.4% | +18.1% | +13.3% |
| YTD | +72.8% | +10.4% | +62.3% | +70.3% |
| 1Y | +122.9% | +18.2% | +104.7% | +118.1% |
| 3Y | +774.3% | +79.0% | +695.4% | +645.9% |
| All | +2,105.4% | +65.1% | +2,040.3% | +1,809.1% |
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