-16.8%
FDS vs AEE
+8.8%
-25.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +9.0% | -2.3% | +11.3% | +9.0% |
| 3M | +18.9% | +0.2% | +18.6% | +21.3% |
| 6M | +35.1% | -4.7% | +39.9% | +37.0% |
| YTD | +5.5% | +8.1% | -2.6% | +6.9% |
| 1Y | -16.8% | +8.5% | -25.4% | -16.5% |
| All | -16.8% | +8.8% | -25.6% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling