+6,390.9%
FAST vs AEE
+813.9%
+5,577.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -0.8% | -2.3% | +1.5% | +0.3% |
| 3M | +5.8% | +0.2% | +5.5% | +5.4% |
| 6M | +8.0% | -4.7% | +12.7% | +10.3% |
| YTD | +25.6% | +8.1% | +17.5% | +20.4% |
| 1Y | +0.8% | +8.5% | -7.7% | -3.7% |
| 3Y | +86.1% | +48.9% | +37.2% | +48.9% |
| 5Y | +100.2% | +39.9% | +60.3% | +64.3% |
| 10Y | +494.2% | +186.5% | +307.6% | +221.3% |
| All | +6,390.9% | +813.9% | +5,577.0% | +1,573.8% |
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