-26.0%
FDS vs AEE
+9.0%
-35.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.8% |
| 7D | -16.0% | -0.7% | -15.3% | -16.0% |
| 30D | -6.7% | -2.0% | -4.8% | -6.7% |
| 3M | +6.0% | -2.8% | +8.8% | +7.2% |
| 6M | +25.1% | -3.6% | +28.7% | +26.8% |
| YTD | -8.1% | +7.3% | -15.4% | -7.0% |
| 1Y | -26.0% | +8.7% | -34.7% | -25.4% |
| All | -26.0% | +9.0% | -35.0% | -25.4% |
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