+112.9%
FOXA vs AEE
+46.3%
+66.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -3.7% | -0.7% | -3.1% | -3.6% |
| 30D | +5.4% | -2.0% | +7.3% | +5.7% |
| 3M | -3.7% | -2.8% | -0.9% | -3.5% |
| 6M | +12.6% | -3.6% | +16.1% | +13.0% |
| YTD | -10.0% | +7.3% | -17.3% | -12.0% |
| 1Y | +15.0% | +8.7% | +6.3% | +12.0% |
| All | +112.9% | +46.3% | +66.6% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling