+86.3%
FOXA vs AEE
+81.7%
+4.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -5.4% | +1.1% | -6.5% | -5.8% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | -6.1% | -0.9% | -5.2% | -6.1% |
| 6M | +8.2% | -2.4% | +10.6% | +8.7% |
| YTD | -11.8% | +8.6% | -20.4% | -15.4% |
| 1Y | +9.9% | +10.2% | -0.2% | +4.7% |
| 3Y | +110.7% | +47.8% | +62.9% | +75.2% |
| 5Y | +86.9% | +40.1% | +46.8% | +56.7% |
| All | +86.3% | +81.7% | +4.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling