+47.7%
FE vs AEE
+49.7%
-2.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.3% |
| 7D | +0.6% | +1.3% | -0.7% | -0.2% |
| 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% | +0.5% |
| 1Y | +11.6% | +10.6% | +1.0% | +4.0% |
| 3Y | +47.7% | +48.5% | -0.8% | +11.3% |
| All | +47.7% | +49.7% | -2.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling