+485.6%
FE vs AEE
+875.5%
-390.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -1.0% | +2.1% | -3.1% | -2.7% |
| 30D | +4.1% | +11.4% | -7.2% | -4.4% |
| 3M | -1.0% | +5.0% | -6.0% | -4.8% |
| 6M | +4.0% | +4.4% | -0.4% | +0.2% |
| YTD | +6.8% | +15.4% | -8.6% | -5.1% |
| 1Y | +5.3% | +13.8% | -8.5% | -5.4% |
| 3Y | +44.6% | +58.0% | -13.4% | -1.2% |
| 5Y | +44.2% | +52.9% | -8.7% | +0.6% |
| 10Y | +107.3% | +205.1% | -97.8% | -19.4% |
| All | +485.6% | +875.5% | -390.0% | -18.7% |
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