+130.1%
FDS vs AEE
+222.5%
-92.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +1.5% | +1.7% | -0.2% | +0.7% |
| 30D | +14.8% | +9.7% | +5.1% | +10.3% |
| 3M | +16.3% | +5.9% | +10.4% | +13.3% |
| 6M | +66.2% | +6.7% | +59.5% | +61.1% |
| YTD | +16.2% | +17.4% | -1.1% | +7.2% |
| 1Y | +21.8% | +12.7% | +9.2% | +14.4% |
| 3Y | -23.9% | +68.2% | -92.1% | -41.6% |
| 5Y | -23.1% | +57.3% | -80.4% | -39.6% |
| All | +130.1% | +222.5% | -92.4% | +51.2% |
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