+101.2%
AKAM vs FE
+111.4%
-10.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -4.5% | -2.1% | -2.3% | -4.1% |
| 3M | -25.6% | +2.6% | -28.2% | -26.1% |
| 6M | +5.7% | -6.8% | +12.5% | +7.0% |
| YTD | +21.0% | +6.9% | +14.2% | +18.7% |
| 1Y | +33.9% | +11.6% | +22.3% | +30.0% |
| 3Y | +0.9% | +47.7% | -46.8% | -9.2% |
| 5Y | -6.9% | +46.2% | -53.1% | -16.3% |
| All | +101.2% | +111.4% | -10.3% | +79.5% |
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