-55.8%
FIG vs AEE
+8.8%
-64.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.3% |
| 7D | -16.3% | +0.3% | -16.6% | -16.1% |
| 30D | -14.3% | -2.3% | -12.0% | -15.5% |
| 3M | +7.2% | +0.2% | +6.9% | +9.8% |
| 6M | -18.6% | -4.7% | -13.9% | -18.5% |
| YTD | -35.5% | +8.1% | -43.6% | -32.6% |
| 1Y | -55.8% | +8.5% | -64.3% | -53.8% |
| All | -55.8% | +8.8% | -64.6% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling