+64.3%
FDS vs AEE
+191.3%
-127.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.3% |
| 7D | -16.0% | -0.7% | -15.3% | -15.7% |
| 30D | -6.7% | -2.0% | -4.8% | -5.9% |
| 3M | +6.0% | -2.8% | +8.8% | +7.4% |
| 6M | +25.1% | -3.6% | +28.7% | +26.4% |
| YTD | -8.1% | +7.3% | -15.4% | -11.8% |
| 1Y | -26.0% | +8.7% | -34.7% | -29.5% |
| 3Y | -36.4% | +46.0% | -82.4% | -47.9% |
| 5Y | -27.7% | +39.8% | -67.5% | -40.0% |
| All | +64.3% | +191.3% | -127.0% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling