+1,335.0%
FERG vs AEE
+602.7%
+732.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.3% |
| 30D | -11.5% | -1.2% | -10.3% | -11.4% |
| 3M | +1.3% | +1.0% | +0.3% | +1.2% |
| 6M | -1.0% | -2.3% | +1.3% | -0.8% |
| YTD | +3.2% | +9.1% | -5.9% | +2.6% |
| 1Y | -3.0% | +10.6% | -13.5% | -3.7% |
| 3Y | +55.0% | +48.5% | +6.5% | +51.0% |
| 5Y | +72.6% | +39.9% | +32.8% | +68.6% |
| 10Y | +358.9% | +185.7% | +173.2% | +347.1% |
| All | +1,335.0% | +602.7% | +732.4% | +1,268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling