+67.5%
FERG vs AEE
+38.5%
+28.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -11.8% | -2.0% | -9.8% | -11.4% |
| 3M | -1.2% | -2.8% | +1.6% | -0.6% |
| 6M | -2.3% | -3.6% | +1.3% | -1.5% |
| YTD | +0.8% | +7.3% | -6.5% | -1.3% |
| 1Y | +0.5% | +8.7% | -8.2% | -2.1% |
| 3Y | +51.4% | +46.0% | +5.4% | +34.3% |
| 5Y | +67.5% | +39.8% | +27.7% | +50.2% |
| All | +67.5% | +38.5% | +28.9% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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