+6,869.7%
FAST vs AEE
+875.5%
+5,994.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.0% |
| 30D | +6.9% | +11.4% | -4.5% | +1.3% |
| 3M | +4.8% | +5.0% | -0.1% | +2.2% |
| 6M | +19.8% | +4.4% | +15.3% | +16.8% |
| YTD | +34.9% | +15.4% | +19.5% | +25.1% |
| 1Y | +32.8% | +13.8% | +19.0% | +23.9% |
| 3Y | +93.7% | +58.0% | +35.7% | +51.0% |
| 5Y | +105.3% | +52.9% | +52.4% | +61.1% |
| 10Y | +595.4% | +205.1% | +390.3% | +264.8% |
| All | +6,869.7% | +875.5% | +5,994.2% | +1,638.7% |
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