+489.9%
FE vs AEE
+813.9%
-324.0%
-55.7%
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 | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | -1.2% | -2.3% | +1.1% | +0.7% |
| 3M | +3.5% | +0.2% | +3.3% | +3.2% |
| 6M | -6.1% | -4.7% | -1.3% | -2.7% |
| YTD | +7.6% | +8.1% | -0.5% | +0.8% |
| 1Y | +11.9% | +8.5% | +3.4% | +4.4% |
| 3Y | +48.4% | +48.9% | -0.5% | +6.3% |
| 5Y | +44.8% | +39.9% | +4.9% | +8.4% |
| 10Y | +115.9% | +186.5% | -70.7% | -11.7% |
| All | +489.9% | +813.9% | -324.0% | -13.7% |
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 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