+153.4%
FDX vs AEE
+211.4%
-58.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | +3.0% | -2.5% | -0.5% |
| 30D | +9.5% | +11.2% | -1.7% | +5.7% |
| 3M | -1.3% | +7.0% | -8.3% | -3.6% |
| 6M | +5.5% | +5.7% | -0.2% | +3.3% |
| YTD | +38.9% | +16.2% | +22.6% | +31.5% |
| 1Y | +58.8% | +12.0% | +46.8% | +52.3% |
| 3Y | +71.1% | +63.4% | +7.8% | +42.1% |
| 5Y | +76.3% | +56.0% | +20.3% | +46.7% |
| 10Y | +153.4% | +217.4% | -63.9% | +89.4% |
| All | +153.4% | +211.4% | -58.0% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling