+31.6%
FDS vs AEE
+13.9%
+17.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.8% |
| 7D | +9.4% | +4.7% | +4.7% | +9.4% |
| 30D | +23.8% | +13.4% | +10.4% | +24.3% |
| 3M | +25.1% | +4.1% | +21.1% | +25.3% |
| 6M | +53.8% | +2.0% | +51.7% | +55.9% |
| YTD | +19.6% | +15.6% | +3.9% | +23.7% |
| 1Y | +31.6% | +14.1% | +17.5% | +37.5% |
| All | +31.6% | +13.9% | +17.8% | +37.5% |
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