+6,188.0%
FDS vs AEE
+882.7%
+5,305.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.0% | +3.0% | -5.0% | -3.2% |
| 30D | +13.5% | +11.2% | +2.3% | +8.5% |
| 3M | +15.2% | +7.0% | +8.2% | +11.7% |
| 6M | +47.0% | +5.7% | +41.3% | +43.1% |
| YTD | +13.9% | +16.2% | -2.3% | +5.8% |
| 1Y | +25.2% | +12.0% | +13.1% | +18.0% |
| 3Y | -25.3% | +63.4% | -88.7% | -41.1% |
| 5Y | -23.3% | +56.0% | -79.3% | -38.7% |
| 10Y | +126.0% | +217.4% | -91.3% | +30.0% |
| All | +6,188.0% | +882.7% | +5,305.3% | +2,126.0% |
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