-25.3%
FDS vs AEE
+62.0%
-87.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +3.0% | -5.0% | -2.6% |
| 30D | +13.5% | +11.2% | +2.3% | +11.0% |
| 3M | +15.2% | +7.0% | +8.2% | +13.5% |
| 6M | +47.0% | +5.7% | +41.3% | +45.7% |
| YTD | +13.9% | +16.2% | -2.3% | +9.5% |
| 1Y | +25.2% | +12.0% | +13.1% | +21.6% |
| 3Y | -25.3% | +63.4% | -88.7% | -33.6% |
| All | -25.3% | +62.0% | -87.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling