+58.8%
FDX vs AEE
+12.4%
+46.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | +3.0% | -2.5% | -0.4% |
| 30D | +9.5% | +11.2% | -1.7% | +6.4% |
| 3M | -1.3% | +7.0% | -8.3% | -3.3% |
| 6M | +5.5% | +5.7% | -0.2% | +3.3% |
| YTD | +38.9% | +16.2% | +22.6% | +31.2% |
| 1Y | +58.8% | +12.0% | +46.8% | +54.7% |
| All | +58.8% | +12.4% | +46.4% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling