+114.5%
FE vs AU
+684.1%
-569.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -1.2% | +12.3% | -13.5% | -2.0% |
| 3M | +1.7% | +29.4% | -27.7% | -0.2% |
| 6M | -7.5% | +3.2% | -10.7% | -8.2% |
| YTD | +6.3% | +31.8% | -25.5% | +3.6% |
| 1Y | +10.9% | +83.4% | -72.5% | +5.5% |
| 3Y | +46.9% | +623.1% | -576.2% | +26.1% |
| 5Y | +47.6% | +700.5% | -652.9% | +24.9% |
| 10Y | +114.5% | +717.6% | -603.1% | +91.7% |
| All | +114.5% | +684.1% | -569.6% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling