+153.5%
FDX vs AEE
+222.5%
-69.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.6% |
| 30D | +11.3% | +9.7% | +1.5% | +7.9% |
| 3M | -4.1% | +5.9% | -10.0% | -6.0% |
| 6M | +9.6% | +6.7% | +2.9% | +7.0% |
| YTD | +40.9% | +17.4% | +23.5% | +33.0% |
| 1Y | +53.0% | +12.7% | +40.4% | +46.4% |
| 3Y | +74.1% | +68.2% | +5.9% | +43.0% |
| 5Y | +75.1% | +57.3% | +17.8% | +45.3% |
| All | +153.5% | +222.5% | -69.0% | +89.9% |
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 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