+46.2%
FE vs AU
+676.5%
-630.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -2.1% | +12.8% | -14.9% | -3.1% |
| 3M | +2.6% | +28.5% | -25.8% | +0.4% |
| 6M | -6.8% | +4.8% | -11.6% | -7.7% |
| YTD | +6.9% | +31.0% | -24.1% | +3.5% |
| 1Y | +11.6% | +81.4% | -69.9% | +4.5% |
| 3Y | +47.7% | +618.4% | -570.7% | +18.2% |
| 5Y | +46.2% | +686.3% | -640.1% | +12.4% |
| All | +46.2% | +676.5% | -630.3% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling