+507.7%
FAST vs AEE
+185.4%
+322.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +1.3% | +1.3% | 0.0% | +0.7% |
| 30D | -4.7% | -1.2% | -3.5% | -4.3% |
| 3M | +7.9% | +1.0% | +6.9% | +7.3% |
| 6M | +7.4% | -2.3% | +9.7% | +8.3% |
| YTD | +25.1% | +9.1% | +15.9% | +20.2% |
| 1Y | +4.7% | +10.6% | -5.9% | -0.1% |
| 3Y | +94.7% | +48.5% | +46.2% | +61.5% |
| 5Y | +106.8% | +39.9% | +66.9% | +75.5% |
| 10Y | +507.7% | +185.7% | +322.0% | +340.1% |
| All | +507.7% | +185.4% | +322.3% | +340.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling