+64.0%
FBTC vs AEE
+55.3%
+8.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -5.8% | -0.7% | -5.2% | -5.7% |
| 30D | +21.4% | -2.0% | +23.4% | +21.6% |
| 3M | +24.5% | -2.8% | +27.3% | +24.5% |
| 6M | +9.9% | -3.6% | +13.5% | +10.2% |
| YTD | -12.0% | +7.3% | -19.3% | -13.9% |
| 1Y | -32.3% | +8.7% | -41.0% | -33.9% |
| All | +64.0% | +55.3% | +8.7% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling