+12,471.5%
FIX vs AEP
+987.0%
+11,484.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | +1.8% | +4.2% | +5.4% |
| 30D | -7.2% | -0.8% | -6.4% | -7.0% |
| 3M | -15.9% | -1.8% | -14.0% | -15.6% |
| 6M | +12.7% | -5.4% | +18.1% | +14.5% |
| YTD | +72.8% | +10.4% | +62.3% | +66.0% |
| 1Y | +122.9% | +18.2% | +104.7% | +108.7% |
| 3Y | +774.3% | +79.0% | +695.4% | +581.1% |
| 5Y | +2,049.5% | +64.8% | +1,984.6% | +1,612.0% |
| 10Y | +5,821.5% | +170.8% | +5,650.6% | +3,813.2% |
| All | +12,471.5% | +987.0% | +11,484.5% | +5,332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling