-20.5%
FDS vs AEE
+39.8%
-60.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.2% | -4.6% |
| 7D | -5.4% | +1.3% | -6.7% | -5.8% |
| 30D | +1.6% | -1.2% | +2.8% | +2.0% |
| 3M | +17.7% | +1.0% | +16.7% | +17.5% |
| 6M | +29.1% | -2.3% | +31.3% | +29.7% |
| YTD | +1.0% | +9.1% | -8.2% | -3.0% |
| 1Y | -21.6% | +10.6% | -32.2% | -25.3% |
| 3Y | -30.1% | +48.5% | -78.6% | -41.5% |
| All | -20.5% | +39.8% | -60.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling