+7,206.4%
FAST vs AEE
+881.3%
+6,325.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | +8.6% | +8.8% | -0.3% | +4.1% |
| 3M | +6.9% | +5.1% | +1.9% | +4.2% |
| 6M | +29.6% | +5.2% | +24.4% | +26.0% |
| YTD | +41.4% | +16.1% | +25.3% | +30.8% |
| 1Y | +38.5% | +10.4% | +28.1% | +31.2% |
| 3Y | +98.7% | +63.1% | +35.6% | +52.4% |
| 5Y | +108.0% | +55.6% | +52.5% | +62.0% |
| 10Y | +549.3% | +217.1% | +332.2% | +234.8% |
| All | +7,206.4% | +881.3% | +6,325.1% | +1,717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling