+496.8%
FE vs AU
+617.7%
-120.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.3% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | +3.9% | -4.4% | +8.3% | +4.1% |
| 3M | -0.1% | -10.0% | +9.9% | +0.4% |
| 6M | +6.1% | -14.5% | +20.6% | +6.6% |
| YTD | +8.1% | +6.4% | +1.7% | +6.2% |
| 1Y | +4.4% | +7.7% | -3.3% | +2.4% |
| 3Y | +49.0% | +514.1% | -465.1% | +25.7% |
| 5Y | +46.1% | +386.5% | -340.4% | +23.6% |
| 10Y | +122.6% | +851.3% | -728.7% | +70.9% |
| All | +496.8% | +617.7% | -120.9% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling