+92.4%
FOXA vs AEE
+79.4%
+13.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +5.0% | -2.9% | +8.0% | +6.2% |
| 3M | -3.0% | -2.4% | -0.6% | -2.5% |
| 6M | +14.8% | -2.7% | +17.5% | +15.3% |
| YTD | -8.9% | +7.3% | -16.2% | -12.2% |
| 1Y | +13.3% | +7.5% | +5.8% | +9.0% |
| 3Y | +115.4% | +46.2% | +69.2% | +79.8% |
| 5Y | +95.3% | +39.7% | +55.6% | +63.6% |
| All | +92.4% | +79.4% | +13.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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