+1,556.9%
FDX vs AEE
+813.9%
+743.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | +3.8% | -2.3% | +6.1% | +4.8% |
| 3M | -1.3% | +0.2% | -1.5% | -1.7% |
| 6M | +5.0% | -4.7% | +9.8% | +6.8% |
| YTD | +39.6% | +8.1% | +31.5% | +34.4% |
| 1Y | +81.1% | +8.5% | +72.6% | +73.7% |
| 3Y | +63.0% | +48.9% | +14.2% | +33.6% |
| 5Y | +65.6% | +39.9% | +25.7% | +37.1% |
| 10Y | +183.4% | +186.5% | -3.2% | +60.9% |
| All | +1,556.9% | +813.9% | +743.0% | +430.3% |
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