+10.9%
FE vs AU
+80.8%
-70.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -1.2% | +12.3% | -13.5% | -1.6% |
| 3M | +1.7% | +29.4% | -27.7% | +0.8% |
| 6M | -7.5% | +3.2% | -10.7% | -7.9% |
| YTD | +6.3% | +31.8% | -25.5% | +5.6% |
| 1Y | +10.9% | +83.4% | -72.5% | +9.4% |
| All | +10.9% | +80.8% | -70.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling