+5,724.7%
FDS vs AEE
+813.9%
+4,910.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +9.0% | -2.3% | +11.3% | +10.1% |
| 3M | +18.9% | +0.2% | +18.6% | +18.8% |
| 6M | +35.1% | -4.7% | +39.9% | +37.2% |
| YTD | +5.5% | +8.1% | -2.6% | +1.2% |
| 1Y | -16.8% | +8.5% | -25.4% | -20.5% |
| 3Y | -28.1% | +48.9% | -76.9% | -41.0% |
| 5Y | -17.4% | +39.9% | -57.3% | -30.9% |
| 10Y | +85.4% | +186.5% | -101.1% | +11.3% |
| All | +5,724.7% | +813.9% | +4,910.8% | +2,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling