+129.4%
FDS vs AEE
+219.0%
-89.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -2.6% | +0.6% | -3.2% | -2.9% |
| 30D | +14.1% | +8.8% | +5.2% | +9.9% |
| 3M | +19.8% | +5.1% | +14.7% | +17.1% |
| 6M | +55.0% | +5.2% | +49.8% | +51.2% |
| YTD | +15.9% | +16.1% | -0.2% | +7.4% |
| 1Y | +24.2% | +10.4% | +13.8% | +17.7% |
| 3Y | -24.0% | +63.1% | -87.2% | -40.9% |
| 5Y | -23.3% | +55.6% | -78.9% | -39.5% |
| All | +129.4% | +219.0% | -89.5% | +51.5% |
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 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