+494.4%
FE vs AU
+793.6%
-299.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.4% |
| 7D | +1.9% | -3.6% | +5.6% | +2.2% |
| 30D | -1.2% | +23.9% | -25.0% | -2.9% |
| 3M | +3.5% | +19.1% | -15.6% | +1.8% |
| 6M | -6.1% | -0.2% | -5.9% | -6.7% |
| YTD | +7.6% | +32.5% | -24.8% | +4.2% |
| 1Y | +11.9% | +96.9% | -85.0% | +4.8% |
| 3Y | +48.4% | +614.7% | -566.3% | +23.8% |
| 5Y | +44.8% | +647.7% | -602.9% | +18.7% |
| 10Y | +115.9% | +679.2% | -563.3% | +68.8% |
| All | +494.4% | +793.6% | -299.2% | +336.8% |
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