+493.8%
FE vs AEE
+885.6%
-391.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.4% |
| 7D | -1.1% | +2.3% | -3.5% | -3.0% |
| 30D | +4.6% | +11.6% | -6.9% | -4.1% |
| 3M | -0.8% | +5.5% | -6.3% | -5.0% |
| 6M | +7.3% | +6.0% | +1.2% | +2.1% |
| YTD | +8.3% | +16.6% | -8.3% | -4.5% |
| 1Y | +5.7% | +12.1% | -6.4% | -3.9% |
| 3Y | +49.0% | +64.2% | -15.2% | -1.2% |
| 5Y | +49.2% | +59.1% | -9.9% | +0.9% |
| 10Y | +110.7% | +210.2% | -99.5% | -19.1% |
| All | +493.8% | +885.6% | -391.8% | -18.2% |
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