+495.9%
FE vs AU
+661.9%
-165.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | 0.0% | +16.5% | -16.6% | -1.2% |
| 30D | +5.2% | +3.3% | +1.9% | +4.8% |
| 3M | 0.0% | +6.8% | -6.9% | -0.8% |
| 6M | +5.0% | -3.9% | +9.0% | +4.7% |
| YTD | +7.9% | +12.9% | -5.0% | +5.6% |
| 1Y | +6.3% | +43.5% | -37.1% | +2.0% |
| 3Y | +46.0% | +445.5% | -399.5% | +24.3% |
| 5Y | +45.6% | +469.0% | -423.3% | +21.8% |
| 10Y | +109.3% | +698.3% | -589.0% | +63.1% |
| All | +495.9% | +661.9% | -165.9% | +342.6% |
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