+34.3%
FANG vs AEE
+13.9%
+20.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -4.7% |
| 7D | -11.3% | +4.7% | -16.0% | -11.0% |
| 30D | -0.7% | +13.4% | -14.1% | 0.0% |
| 3M | -4.2% | +4.1% | -8.2% | -4.1% |
| 6M | -13.5% | +2.0% | -15.5% | -12.8% |
| YTD | +23.7% | +15.6% | +8.1% | +18.3% |
| 1Y | +34.3% | +14.1% | +20.2% | +29.1% |
| All | +34.3% | +13.9% | +20.4% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling