+26.4%
AKAM vs FE
+110.9%
-84.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.3% | -0.5% | -2.7% | -3.2% |
| 30D | -21.7% | +4.3% | -26.0% | -22.5% |
| 3M | -28.8% | +0.4% | -29.2% | -29.0% |
| 6M | -43.3% | +6.9% | -50.3% | -44.3% |
| YTD | -4.1% | +8.0% | -12.1% | -6.2% |
| 1Y | -3.9% | +4.8% | -8.7% | -5.4% |
| 3Y | -24.4% | +49.0% | -73.4% | -32.1% |
| 5Y | -23.8% | +46.2% | -70.0% | -31.4% |
| 10Y | +26.4% | +120.9% | -94.5% | +14.9% |
| All | +26.4% | +110.9% | -84.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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