+66.4%
AEE vs FGI
+12.3%
+54.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.2% |
| 7D | +0.6% | +13.5% | -12.9% | +0.7% |
| 30D | +8.8% | +17.1% | -8.3% | +8.9% |
| 3M | +5.1% | +78.0% | -73.0% | +5.8% |
| 6M | +5.2% | +46.4% | -41.3% | +5.8% |
| YTD | +16.1% | +47.7% | -31.6% | +17.3% |
| 1Y | +10.4% | +56.8% | -46.4% | +12.0% |
| All | +66.4% | +12.3% | +54.1% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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