-32.1%
FDS vs AEE
+48.1%
-80.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -8.8% | +1.1% | -9.8% | -9.0% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +13.9% | -0.9% | +14.8% | +14.4% |
| 6M | +27.4% | -2.4% | +29.8% | +28.1% |
| YTD | -2.5% | +8.6% | -11.1% | -4.9% |
| 1Y | -23.8% | +10.2% | -33.9% | -26.0% |
| All | -32.1% | +48.1% | -80.2% | -38.3% |
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