+1,052.1%
FIX vs AEP
+86.9%
+965.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +17.0% | +2.5% | +14.5% | +16.7% |
| 30D | -30.6% | +3.4% | -34.0% | -30.9% |
| 3M | -35.0% | +4.2% | -39.2% | -35.4% |
| 6M | -44.0% | -0.8% | -43.1% | -44.0% |
| YTD | +21.1% | +15.2% | +5.9% | +18.9% |
| 1Y | +16.3% | +8.3% | +7.9% | +14.9% |
| 3Y | +507.4% | +84.2% | +423.2% | +421.3% |
| 5Y | +1,052.1% | +87.8% | +964.3% | +838.9% |
| All | +1,052.1% | +86.9% | +965.2% | +838.9% |
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