+120.9%
FE vs AEE
+211.4%
-90.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.5% | +3.0% | -3.5% | -2.8% |
| 30D | +4.3% | +11.2% | -6.9% | -3.8% |
| 3M | +0.4% | +7.0% | -6.6% | -4.7% |
| 6M | +6.9% | +5.7% | +1.2% | +2.3% |
| YTD | +8.0% | +16.2% | -8.2% | -4.1% |
| 1Y | +4.8% | +12.0% | -7.2% | -4.3% |
| 3Y | +49.0% | +63.4% | -14.4% | +0.6% |
| 5Y | +46.2% | +56.0% | -9.8% | +2.0% |
| 10Y | +120.9% | +217.4% | -96.5% | -9.8% |
| All | +120.9% | +211.4% | -90.6% | -9.8% |
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