+11.4%
FE vs AEE
+10.9%
+0.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.3% |
| 7D | +0.6% | +1.3% | -0.7% | -0.3% |
| 30D | -2.1% | -1.2% | -0.9% | -1.3% |
| 3M | +2.6% | +1.0% | +1.6% | +1.8% |
| 6M | -6.8% | -2.3% | -4.5% | -5.6% |
| YTD | +6.9% | +9.1% | -2.3% | +0.1% |
| All | +11.4% | +10.9% | +0.5% | +3.7% |
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