+93.7%
FAST vs AEE
+57.7%
+36.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.5% |
| 30D | +6.9% | +11.4% | -4.5% | +3.6% |
| 3M | +4.8% | +5.0% | -0.1% | +3.3% |
| 6M | +19.8% | +4.4% | +15.3% | +18.0% |
| YTD | +34.9% | +15.4% | +19.5% | +29.6% |
| 1Y | +32.8% | +13.8% | +19.0% | +27.9% |
| 3Y | +93.7% | +58.0% | +35.7% | +77.0% |
| All | +93.7% | +57.7% | +36.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling